-9.7%
PYPL vs MDB
+892.0%
-901.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.3% | +0.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +8.1% | -15.2% | +23.3% | +11.9% |
| 3M | +1.9% | -17.9% | +19.8% | +4.4% |
| 6M | +33.1% | +9.3% | +23.8% | +23.6% |
| YTD | +3.8% | -22.0% | +25.8% | +3.4% |
| 1Y | -8.3% | -9.3% | +1.0% | -13.2% |
| 3Y | +11.9% | -10.4% | +22.2% | -5.1% |
| 5Y | -70.4% | -43.2% | -27.2% | -74.6% |
| All | -9.7% | +892.0% | -901.7% | -68.6% |
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