+213.3%
MCD vs PYPL
+41.9%
+171.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +7.3% | +1.0% | +6.3% | +7.1% |
| 30D | +20.0% | +5.9% | +14.1% | +18.9% |
| 3M | +3.8% | -0.2% | +4.1% | +3.6% |
| 6M | +3.8% | +30.3% | -26.6% | -1.2% |
| YTD | -5.9% | +1.6% | -7.4% | -7.3% |
| 1Y | -3.2% | -10.3% | +7.1% | -2.7% |
| 3Y | +13.3% | +8.5% | +4.8% | +6.7% |
| 5Y | +25.2% | -71.0% | +96.2% | +51.8% |
| 10Y | +213.3% | +46.9% | +166.4% | +156.7% |
| All | +213.3% | +41.9% | +171.5% | +156.7% |
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