+46.8%
PYPL vs MOH
+191.7%
-144.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.6% |
| 7D | -5.9% | -1.3% | -4.6% | -5.7% |
| 30D | -9.4% | +3.0% | -12.4% | -9.9% |
| 3M | +31.3% | +1.2% | +30.1% | +30.4% |
| 6M | +19.1% | +41.7% | -22.6% | +10.6% |
| YTD | -7.9% | +15.4% | -23.3% | -12.3% |
| 1Y | -17.9% | +11.8% | -29.7% | -21.9% |
| 3Y | -11.6% | -37.5% | +25.9% | -9.7% |
| 5Y | -81.0% | -20.6% | -60.4% | -82.0% |
| 10Y | +41.8% | +255.8% | -214.0% | -7.6% |
| All | +46.8% | +191.7% | -144.9% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling