+178.1%
MCD vs PYPL
+48.9%
+129.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | -2.8% | +2.7% | -5.5% | -3.3% |
| 30D | -6.0% | -4.9% | -1.1% | -5.5% |
| 3M | -5.6% | +28.9% | -34.5% | -10.0% |
| 6M | -21.9% | +18.2% | -40.1% | -24.6% |
| YTD | -14.7% | -5.0% | -9.7% | -15.1% |
| 1Y | -17.3% | -18.8% | +1.6% | -15.7% |
| 3Y | -2.2% | -12.6% | +10.4% | -4.2% |
| 5Y | +20.3% | -80.8% | +101.1% | +61.9% |
| All | +178.1% | +48.9% | +129.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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