+20.4%
MCD vs PAYC
-53.3%
+73.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.5% |
| 7D | -2.0% | -7.9% | +5.9% | -1.4% |
| 30D | -6.1% | +2.1% | -8.3% | -6.4% |
| 3M | -7.3% | +61.8% | -69.0% | -11.4% |
| 6M | -20.9% | +59.9% | -80.9% | -24.5% |
| YTD | -14.7% | +38.5% | -53.2% | -17.6% |
| 1Y | -16.1% | -1.4% | -14.7% | -16.5% |
| 3Y | -1.5% | -21.0% | +19.5% | -1.5% |
| 5Y | +20.4% | -52.9% | +73.4% | +20.0% |
| All | +20.4% | -53.3% | +73.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling