-73.9%
PYPL vs MMM
+44.4%
-118.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +3.9% | +6.2% | -2.3% | +0.9% |
| 30D | +7.8% | +14.2% | -6.4% | +1.1% |
| 3M | -0.7% | +2.9% | -3.6% | -2.2% |
| 6M | +28.8% | +27.6% | +1.2% | +14.4% |
| YTD | +2.4% | +17.3% | -14.9% | -6.4% |
| 1Y | -9.6% | +15.1% | -24.7% | -16.6% |
| 3Y | +9.7% | +157.1% | -147.5% | -35.7% |
| All | -73.9% | +44.4% | -118.3% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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