+278.5%
MCD vs PAYC
+1,262.3%
-983.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | +0.1% |
| 7D | +7.1% | -10.2% | +17.3% | +8.6% |
| 30D | +19.8% | +6.1% | +13.6% | +18.8% |
| 3M | +0.8% | +10.1% | -9.3% | -0.6% |
| 6M | -1.3% | +88.6% | -89.9% | -9.9% |
| YTD | -7.8% | +50.0% | -57.7% | -13.5% |
| 1Y | -5.0% | +46.1% | -51.0% | -10.6% |
| 3Y | +10.5% | +51.2% | -40.6% | +1.7% |
| 5Y | +22.0% | -51.7% | +73.6% | +26.8% |
| 10Y | +216.7% | +467.4% | -250.7% | +149.2% |
| All | +278.5% | +1,262.3% | -983.8% | +182.4% |
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 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