-10.6%
PYPL vs MDLN
-7.5%
-3.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.9% |
| 7D | -5.9% | -11.5% | +5.5% | -4.2% |
| 30D | -9.4% | -7.6% | -1.9% | -8.3% |
| 3M | +31.3% | -11.4% | +42.7% | +34.0% |
| 6M | +19.1% | -24.5% | +43.6% | +24.0% |
| YTD | -7.9% | -22.9% | +15.0% | -5.1% |
| All | -10.6% | -7.5% | -3.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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