+51.9%
PYPL vs MOD
+822.6%
-770.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -1.1% | +16.1% | -17.2% | -3.1% |
| 30D | +3.8% | -38.5% | +42.3% | +9.8% |
| 3M | -1.3% | -46.8% | +45.5% | +6.1% |
| 6M | +29.0% | -61.6% | +90.6% | +43.1% |
| YTD | +0.7% | -20.5% | +21.3% | -1.3% |
| 1Y | -12.3% | -28.0% | +15.7% | -13.2% |
| 3Y | +7.6% | +134.9% | -127.3% | -15.6% |
| 5Y | -71.7% | +833.2% | -904.9% | -82.9% |
| All | +51.9% | +822.6% | -770.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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