-81.1%
PYPL vs MTB
+102.5%
-183.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +1.7% | +2.8% | -1.0% | +0.6% |
| 30D | -9.7% | -4.2% | -5.6% | -8.1% |
| 3M | +29.2% | +7.8% | +21.4% | +25.2% |
| 6M | +13.9% | +14.8% | -0.9% | +7.1% |
| YTD | -8.1% | +20.8% | -28.9% | -16.3% |
| 1Y | -21.4% | +23.1% | -44.5% | -29.1% |
| 3Y | -11.8% | +114.8% | -126.6% | -38.2% |
| 5Y | -81.1% | +103.3% | -184.4% | -86.1% |
| All | -81.1% | +102.5% | -183.6% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling