-20.0%
PYPL vs MDB
+978.8%
-998.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.2% | -2.3% |
| 7D | +1.7% | -18.0% | +19.8% | +6.7% |
| 30D | -9.7% | -10.7% | +1.0% | -8.0% |
| 3M | +29.2% | +1.0% | +28.2% | +26.2% |
| 6M | +13.9% | +31.6% | -17.7% | +1.8% |
| YTD | -8.1% | -15.2% | +7.1% | -8.8% |
| 1Y | -21.4% | +10.1% | -31.5% | -28.4% |
| 3Y | -11.8% | -5.6% | -6.2% | -25.2% |
| 5Y | -81.1% | -24.5% | -56.6% | -85.0% |
| All | -20.0% | +978.8% | -998.8% | -72.3% |
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