-7.9%
PYPL vs MTB
+27.0%
-34.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.3% | +3.1% |
| 7D | +6.5% | +2.0% | +4.4% | +5.9% |
| 30D | +10.6% | +2.9% | +7.7% | +9.8% |
| 3M | +3.1% | -10.7% | +13.7% | +5.3% |
| 6M | +20.2% | +6.3% | +13.8% | +21.9% |
| YTD | +4.0% | +13.8% | -9.8% | -2.1% |
| 1Y | -7.9% | +27.7% | -35.6% | -18.4% |
| All | -7.9% | +27.0% | -34.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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