+250.0%
MCD vs PAYC
+1,229.9%
-979.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.0% |
| 7D | -2.8% | -2.9% | 0.0% | -2.5% |
| 30D | -6.0% | +32.8% | -38.8% | -9.7% |
| 3M | -5.6% | +69.3% | -74.9% | -12.3% |
| 6M | -21.9% | +74.0% | -95.8% | -28.0% |
| YTD | -14.7% | +46.4% | -61.1% | -19.7% |
| 1Y | -17.3% | +4.2% | -21.4% | -18.6% |
| 3Y | -2.2% | -19.7% | +17.6% | -3.1% |
| 5Y | +20.3% | -52.0% | +72.3% | +25.1% |
| 10Y | +180.7% | +356.9% | -176.2% | +124.2% |
| All | +250.0% | +1,229.9% | -979.9% | +162.2% |
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