+10.2%
PYPL vs MDB
-11.2%
+21.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +0.1% | +6.8% | -6.8% | -0.6% |
| 30D | +5.7% | -6.2% | +11.9% | +6.0% |
| 3M | -1.9% | -29.2% | +27.3% | +0.9% |
| 6M | +31.8% | +10.3% | +21.5% | +27.5% |
| YTD | +2.4% | -20.4% | +22.8% | +2.2% |
| 1Y | -8.2% | -4.8% | -3.4% | -10.7% |
| 3Y | +10.2% | -11.6% | +21.8% | +1.7% |
| All | +10.2% | -11.2% | +21.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling