-8.3%
PYPL vs MDB
-9.9%
+1.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.3% | +1.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | +8.1% | -15.2% | +23.3% | +9.1% |
| 3M | +1.9% | -17.9% | +19.8% | +2.3% |
| 6M | +33.1% | +9.3% | +23.8% | +28.7% |
| YTD | +3.8% | -22.0% | +25.8% | +3.0% |
| All | -8.3% | -9.9% | +1.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling