+51.4%
PYPL vs MTB
+164.4%
-113.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.2% |
| 30D | -4.9% | -4.2% | -0.7% | -3.6% |
| 3M | +28.9% | +8.9% | +20.0% | +25.6% |
| 6M | +18.2% | +10.9% | +7.4% | +14.4% |
| YTD | -5.0% | +21.5% | -26.5% | -11.2% |
| 1Y | -18.8% | +21.9% | -40.7% | -24.3% |
| 3Y | -12.6% | +109.2% | -121.8% | -31.0% |
| 5Y | -80.8% | +102.0% | -182.8% | -84.8% |
| 10Y | +49.9% | +171.9% | -122.0% | -3.9% |
| All | +51.4% | +164.4% | -113.1% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling