-11.8%
PYPL vs MTB
+118.5%
-130.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +1.7% | +2.8% | -1.0% | +0.4% |
| 30D | -9.7% | -4.2% | -5.6% | -7.9% |
| 3M | +29.2% | +7.8% | +21.4% | +24.8% |
| 6M | +13.9% | +14.8% | -0.9% | +6.4% |
| YTD | -8.1% | +20.8% | -28.9% | -17.5% |
| 1Y | -21.4% | +23.1% | -44.5% | -30.3% |
| 3Y | -11.8% | +114.8% | -126.6% | -44.1% |
| All | -11.8% | +118.5% | -130.4% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling