-37.8%
PYPL vs MULL
+2,481.0%
-2,518.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -3.1% |
| 7D | +1.7% | +14.0% | -12.3% | +1.2% |
| 30D | -9.7% | +24.8% | -34.6% | -10.6% |
| 3M | +29.2% | -16.1% | +45.3% | +26.8% |
| 6M | +13.9% | +330.9% | -317.0% | -5.4% |
| YTD | -8.1% | +545.0% | -553.1% | -28.2% |
| 1Y | -21.4% | +2,427.1% | -2,448.5% | -49.7% |
| All | -37.8% | +2,481.0% | -2,518.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling