-35.7%
PYPL vs MULL
+2,561.4%
-2,597.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.8% | -14.8% | -3.5% |
| 7D | +2.7% | +17.3% | -14.6% | +2.0% |
| 30D | -4.9% | +23.5% | -28.4% | -5.8% |
| 3M | +28.9% | -24.0% | +52.9% | +27.0% |
| 6M | +18.2% | +276.7% | -258.5% | -0.3% |
| YTD | -5.0% | +565.1% | -570.1% | -25.9% |
| 1Y | -18.8% | +2,802.6% | -2,821.4% | -49.0% |
| All | -35.7% | +2,561.4% | -2,597.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling