+51.4%
PYPL vs MMM
+87.3%
-35.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | -3.3% | +6.0% | +4.3% |
| 30D | -4.9% | -7.0% | +2.1% | -1.4% |
| 3M | +28.9% | +10.8% | +18.1% | +22.5% |
| 6M | +18.2% | +5.8% | +12.5% | +14.5% |
| YTD | -5.0% | +6.8% | -11.8% | -9.2% |
| 1Y | -18.8% | +10.4% | -29.2% | -23.8% |
| 3Y | -12.6% | +104.7% | -117.3% | -41.6% |
| 5Y | -80.8% | +23.6% | -104.3% | -83.5% |
| 10Y | +49.9% | +54.1% | -4.2% | +2.6% |
| All | +51.4% | +87.3% | -35.9% | -4.4% |
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