+286.2%
MCD vs PAYC
+1,266.0%
-979.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +7.3% | -9.5% | +16.8% | +8.6% |
| 30D | +20.0% | +2.5% | +17.5% | +19.5% |
| 3M | +3.8% | +11.7% | -7.8% | +2.2% |
| 6M | +3.8% | +74.6% | -70.9% | -4.2% |
| YTD | -5.9% | +50.4% | -56.3% | -11.8% |
| 1Y | -3.2% | +44.0% | -47.2% | -8.8% |
| 3Y | +13.3% | +42.5% | -29.2% | +5.1% |
| 5Y | +25.2% | -50.3% | +75.5% | +29.7% |
| 10Y | +213.3% | +521.2% | -307.9% | +145.2% |
| All | +286.2% | +1,266.0% | -979.7% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling