+62.4%
PYPL vs MOD
+762.2%
-699.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.1% |
| 7D | +3.5% | -34.2% | +37.7% | +8.9% |
| 30D | +8.0% | -51.9% | +59.8% | +18.3% |
| 3M | +2.0% | -53.0% | +55.1% | +11.8% |
| 6M | +27.6% | -66.4% | +93.9% | +44.5% |
| YTD | +1.9% | -31.5% | +33.4% | +1.9% |
| 1Y | -12.4% | -39.6% | +27.2% | -11.2% |
| 3Y | +6.3% | +116.8% | -110.6% | -16.4% |
| 5Y | -73.6% | +713.8% | -787.4% | -83.9% |
| 10Y | +45.8% | +882.7% | -836.9% | -26.3% |
| All | +62.4% | +762.2% | -699.8% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling