+38.8%
PYPL vs MTB
+172.8%
-134.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | -11.5% | -4.6% | -6.8% | -10.2% |
| 3M | +26.1% | +6.3% | +19.9% | +24.0% |
| 6M | +13.7% | +15.6% | -1.9% | +8.8% |
| YTD | -9.8% | +20.6% | -30.4% | -15.3% |
| 1Y | -22.1% | +22.5% | -44.6% | -27.2% |
| 3Y | -13.5% | +114.4% | -127.9% | -31.2% |
| 5Y | -81.6% | +101.9% | -183.5% | -85.2% |
| 10Y | +38.8% | +170.4% | -131.6% | +9.1% |
| All | +38.8% | +172.8% | -134.1% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling