-81.0%
PYPL vs MXL
+29.7%
-110.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.6% |
| 7D | -5.9% | +16.6% | -22.6% | -8.0% |
| 30D | -9.4% | +0.5% | -9.9% | -10.0% |
| 3M | +31.3% | -3.6% | +34.9% | +26.2% |
| 6M | +19.1% | +328.0% | -308.9% | -20.4% |
| YTD | -7.9% | +297.8% | -305.7% | -37.9% |
| 1Y | -17.9% | +339.4% | -357.3% | -46.5% |
| 3Y | -11.6% | +201.7% | -213.3% | -44.9% |
| 5Y | -81.0% | +32.8% | -113.8% | -84.9% |
| All | -81.0% | +29.7% | -110.8% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling