-18.8%
PYPL vs MOD
+45.0%
-63.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.1% |
| 7D | +2.7% | +9.6% | -6.9% | +2.6% |
| 30D | -4.9% | 0.0% | -4.9% | -5.0% |
| 3M | +28.9% | -35.4% | +64.3% | +29.7% |
| 6M | +18.2% | -7.3% | +25.5% | +17.1% |
| YTD | -5.0% | +45.8% | -50.8% | -9.0% |
| 1Y | -18.8% | +43.1% | -62.0% | -20.2% |
| All | -18.8% | +45.0% | -63.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling