+40.1%
PYPL vs MXL
+313.4%
-273.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | -0.6% |
| 7D | -2.3% | +18.9% | -21.1% | -5.4% |
| 30D | -9.0% | +0.3% | -9.4% | -9.8% |
| 3M | +30.6% | -8.0% | +38.6% | +25.6% |
| 6M | +18.6% | +341.2% | -322.7% | -27.5% |
| YTD | -7.2% | +327.8% | -335.0% | -43.2% |
| 1Y | -19.3% | +364.9% | -384.2% | -52.4% |
| 3Y | -12.3% | +229.2% | -241.5% | -51.2% |
| 5Y | -80.9% | +42.8% | -123.7% | -87.1% |
| All | +40.1% | +313.4% | -273.3% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling