-7.9%
PYPL vs MXL
+276.5%
-284.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.1% | +14.5% | +3.5% |
| 7D | +6.5% | -24.3% | +30.8% | +6.6% |
| 30D | +10.6% | -46.1% | +56.8% | +11.1% |
| 3M | +3.1% | -21.8% | +24.9% | +3.1% |
| 6M | +20.2% | -27.2% | +47.4% | +18.3% |
| YTD | +4.0% | +226.2% | -222.1% | -12.5% |
| 1Y | -7.9% | +297.0% | -304.9% | -26.5% |
| All | -7.9% | +276.5% | -284.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling