-30.4%
PYPL vs MULL
+1,351.1%
-1,381.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +24.0% | -22.8% | +0.4% |
| 7D | -1.2% | -2.5% | +1.4% | -1.5% |
| 30D | +6.1% | -40.1% | +46.2% | +7.3% |
| 3M | +1.1% | -28.2% | +29.3% | +1.1% |
| 6M | +32.7% | -39.6% | +72.3% | +28.0% |
| YTD | +2.8% | +262.6% | -259.9% | -18.8% |
| 1Y | -10.8% | +366.2% | -377.0% | -32.4% |
| All | -30.4% | +1,351.1% | -1,381.5% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling