-14.8%
PYPL vs MXL
+209.6%
-224.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -2.4% |
| 7D | -4.3% | +19.0% | -23.3% | -5.6% |
| 30D | -11.5% | +4.5% | -15.9% | -12.0% |
| 3M | +26.1% | -1.5% | +27.7% | +23.0% |
| 6M | +13.7% | +348.6% | -334.9% | -11.9% |
| YTD | -9.8% | +310.3% | -320.1% | -29.5% |
| 1Y | -22.1% | +344.7% | -366.8% | -40.3% |
| All | -14.8% | +209.6% | -224.4% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling