+51.4%
PYPL vs MXL
+424.1%
-372.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.6% | -4.0% |
| 7D | +2.7% | +1.6% | +1.0% | +2.3% |
| 30D | -4.9% | -7.0% | +2.1% | -4.4% |
| 3M | +28.9% | -33.4% | +62.3% | +31.6% |
| 6M | +18.2% | +260.2% | -241.9% | -23.4% |
| YTD | -5.0% | +260.0% | -265.0% | -38.9% |
| 1Y | -18.8% | +303.5% | -322.3% | -49.9% |
| 3Y | -12.6% | +160.4% | -173.0% | -47.5% |
| 5Y | -80.8% | +14.7% | -95.5% | -86.3% |
| 10Y | +49.9% | +215.6% | -165.7% | -27.6% |
| All | +51.4% | +424.1% | -372.8% | -30.6% |
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