-12.3%
PYPL vs MDB
+929.6%
-942.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -1.1% | +11.6% | -12.7% | -3.9% |
| 30D | +3.8% | -8.9% | +12.7% | +5.5% |
| 3M | -1.3% | -22.4% | +21.1% | +2.8% |
| 6M | +29.0% | +10.1% | +19.0% | +19.7% |
| YTD | +0.7% | -19.0% | +19.8% | -0.6% |
| 1Y | -12.3% | -7.0% | -5.3% | -17.5% |
| 3Y | +7.6% | -9.8% | +17.5% | -8.7% |
| 5Y | -71.7% | -40.1% | -31.6% | -76.1% |
| All | -12.3% | +929.6% | -942.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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