+51.4%
PYPL vs MDT
+70.8%
-19.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.7% |
| 7D | +2.7% | +3.2% | -0.5% | +0.8% |
| 30D | -4.9% | +9.5% | -14.4% | -10.1% |
| 3M | +28.9% | +16.0% | +12.9% | +17.8% |
| 6M | +18.2% | +0.2% | +18.0% | +17.1% |
| YTD | -5.0% | -0.3% | -4.8% | -6.1% |
| 1Y | -18.8% | +4.7% | -23.5% | -22.4% |
| 3Y | -12.6% | +26.5% | -39.1% | -27.1% |
| 5Y | -80.8% | -18.2% | -62.6% | -79.2% |
| 10Y | +49.9% | +40.0% | +9.9% | +13.0% |
| All | +51.4% | +70.8% | -19.4% | +1.4% |
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