+9.7%
MCD vs PYPL
+10.5%
-0.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | +16.6% | +6.1% | +10.5% | +16.3% |
| 3M | +0.9% | +1.1% | -0.1% | +0.8% |
| 6M | +1.5% | +32.7% | -31.3% | -0.3% |
| YTD | -8.3% | +2.8% | -11.1% | -8.7% |
| 1Y | -8.1% | -10.8% | +2.6% | -7.7% |
| All | +9.7% | +10.5% | -0.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling