-81.6%
PYPL vs MDY
+45.8%
-127.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.7% |
| 7D | -4.3% | -0.8% | -3.6% | -3.4% |
| 30D | -11.5% | -3.9% | -7.6% | -7.2% |
| 3M | +26.1% | 0.0% | +26.2% | +26.0% |
| 6M | +13.7% | +8.5% | +5.1% | +2.4% |
| YTD | -9.8% | +13.2% | -23.1% | -23.3% |
| 1Y | -22.1% | +15.0% | -37.1% | -35.0% |
| 3Y | -13.5% | +49.6% | -63.1% | -48.8% |
| 5Y | -81.6% | +46.0% | -127.6% | -88.8% |
| All | -81.6% | +45.8% | -127.5% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling