+63.3%
PYPL vs MXL
+366.0%
-302.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.6% |
| 7D | +0.1% | +13.4% | -13.4% | -2.3% |
| 30D | +5.7% | -29.2% | +34.9% | +10.0% |
| 3M | -1.9% | -27.2% | +25.3% | -0.2% |
| 6M | +31.8% | -36.4% | +68.2% | +30.4% |
| YTD | +2.4% | +220.0% | -217.6% | -34.9% |
| 1Y | -8.2% | +304.8% | -313.0% | -45.2% |
| 3Y | +10.2% | +238.5% | -228.3% | -40.7% |
| 5Y | -71.2% | -18.8% | -52.5% | -78.4% |
| 10Y | +49.6% | +163.1% | -113.6% | -28.0% |
| All | +63.3% | +366.0% | -302.7% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling