+195.2%
MCD vs PAYC
+510.1%
-314.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +16.0% | +5.2% | +10.9% | +15.1% |
| 3M | 0.0% | +18.0% | -18.0% | -2.7% |
| 6M | +0.9% | +81.6% | -80.7% | -8.6% |
| YTD | -8.7% | +57.3% | -66.0% | -16.0% |
| 1Y | -8.6% | +49.8% | -58.4% | -15.2% |
| 3Y | +9.9% | +49.0% | -39.1% | -0.2% |
| 5Y | +22.6% | -47.8% | +70.5% | +28.3% |
| All | +195.2% | +510.1% | -314.9% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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