+65.4%
PYPL vs MDT
+87.9%
-22.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +2.2% | +3.5% | -1.4% | 0.0% |
| 30D | +8.1% | +16.2% | -8.0% | -1.1% |
| 3M | +1.9% | +18.9% | -17.0% | -8.4% |
| 6M | +33.1% | +37.3% | -4.2% | +9.4% |
| YTD | +3.8% | +9.7% | -6.0% | -3.3% |
| 1Y | -8.3% | +15.2% | -23.5% | -17.2% |
| 3Y | +11.9% | +61.8% | -49.9% | -20.0% |
| 5Y | -70.4% | -1.4% | -69.1% | -71.4% |
| 10Y | +47.2% | +61.6% | -14.4% | +1.6% |
| All | +65.4% | +87.9% | -22.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling