-7.9%
PYPL vs MDT
+20.2%
-28.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | +1.8% |
| 7D | +6.5% | +10.7% | -4.3% | +3.7% |
| 30D | +10.6% | +19.3% | -8.7% | +5.8% |
| 3M | +3.1% | +22.8% | -19.7% | -2.3% |
| 6M | +20.2% | +36.4% | -16.2% | +12.4% |
| YTD | +4.0% | +12.1% | -8.0% | -3.5% |
| 1Y | -7.9% | +19.9% | -27.8% | -16.6% |
| All | -7.9% | +20.2% | -28.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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