-12.3%
PYPL vs MOH
-36.3%
+24.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | -9.0% | -0.9% | -8.1% | -9.0% |
| 3M | +30.6% | +5.7% | +24.9% | +30.1% |
| 6M | +18.6% | +39.1% | -20.6% | +17.2% |
| YTD | -7.2% | +17.7% | -24.9% | -7.9% |
| 1Y | -19.3% | +8.4% | -27.6% | -19.9% |
| 3Y | -12.3% | -36.6% | +24.3% | -14.7% |
| All | -12.3% | -36.3% | +24.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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