+39.0%
PYPL vs MDY
+175.0%
-135.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.1% |
| 7D | -5.9% | -2.5% | -3.4% | -3.6% |
| 30D | -9.4% | -5.0% | -4.4% | -4.5% |
| 3M | +31.3% | +0.5% | +30.8% | +30.5% |
| 6M | +19.1% | +8.0% | +11.1% | +9.7% |
| YTD | -7.9% | +12.2% | -20.0% | -18.6% |
| 1Y | -17.9% | +14.0% | -31.9% | -28.5% |
| 3Y | -11.6% | +48.2% | -59.8% | -40.5% |
| 5Y | -81.0% | +46.1% | -127.1% | -86.7% |
| All | +39.0% | +175.0% | -135.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling