-10.8%
PYPL vs MTB
+20.0%
-30.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.7% |
| 30D | +6.1% | +0.1% | +6.0% | +6.1% |
| 3M | +1.1% | -12.1% | +13.2% | +3.7% |
| 6M | +32.7% | +7.3% | +25.4% | +35.9% |
| YTD | +2.8% | +11.5% | -8.7% | -2.7% |
| 1Y | -10.8% | +21.3% | -32.0% | -18.7% |
| All | -10.8% | +20.0% | -30.8% | -18.7% |
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