+11.9%
PYPL vs MOD
+148.6%
-136.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +0.4% |
| 7D | +2.2% | -13.9% | +16.1% | +3.2% |
| 30D | +8.1% | -41.5% | +49.7% | +13.6% |
| 3M | +1.9% | -45.7% | +47.6% | +7.6% |
| 6M | +33.1% | -61.1% | +94.2% | +44.5% |
| YTD | +3.8% | -20.5% | +24.3% | -0.3% |
| 1Y | -8.3% | -32.1% | +23.8% | -10.1% |
| 3Y | +11.9% | +146.5% | -134.6% | -19.2% |
| All | +11.9% | +148.6% | -136.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling