+63.2%
PYPL vs MMM
+105.7%
-42.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | +3.9% | +6.2% | -2.3% | +0.8% |
| 30D | +7.8% | +14.2% | -6.4% | +0.9% |
| 3M | -0.7% | +2.9% | -3.6% | -2.2% |
| 6M | +28.8% | +27.6% | +1.2% | +13.9% |
| YTD | +2.4% | +17.3% | -14.9% | -6.7% |
| 1Y | -9.6% | +15.1% | -24.7% | -16.9% |
| 3Y | +9.7% | +157.1% | -147.5% | -34.9% |
| 5Y | -73.5% | +45.1% | -118.6% | -78.9% |
| 10Y | +46.5% | +83.9% | -37.4% | -9.7% |
| All | +63.2% | +105.7% | -42.5% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling