-8.2%
PYPL vs MOD
-6.2%
-2.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.2% | +1.7% |
| 7D | +0.1% | +40.4% | -40.4% | +0.2% |
| 30D | +5.7% | -14.0% | +19.7% | +5.3% |
| 3M | -1.9% | -33.3% | +31.4% | -2.5% |
| 6M | +31.8% | -51.4% | +83.2% | +30.9% |
| YTD | +2.4% | +1.6% | +0.8% | -0.5% |
| 1Y | -8.2% | +5.4% | -13.6% | -11.4% |
| All | -8.2% | -6.2% | -2.1% | -11.4% |
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