-21.9%
MCD vs PYPL
+20.0%
-41.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -2.8% | +2.7% | -5.5% | -2.9% |
| 30D | -6.0% | -4.9% | -1.1% | -6.1% |
| 3M | -5.6% | +28.9% | -34.5% | -7.9% |
| 6M | -21.9% | +18.2% | -40.1% | -23.9% |
| All | -21.9% | +20.0% | -41.9% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling