+211.7%
MCD vs PYPL
+44.3%
+167.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +7.1% | +3.9% | +3.2% | +6.5% |
| 30D | +19.8% | +7.8% | +12.0% | +18.4% |
| 3M | +0.8% | -0.7% | +1.5% | +0.6% |
| 6M | -1.3% | +28.8% | -30.1% | -5.9% |
| YTD | -7.8% | +2.4% | -10.1% | -9.3% |
| 1Y | -5.0% | -9.6% | +4.6% | -4.6% |
| 3Y | +10.5% | +9.7% | +0.9% | +3.9% |
| 5Y | +22.0% | -73.5% | +95.4% | +51.5% |
| All | +211.7% | +44.3% | +167.4% | +153.1% |
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