+18.9%
MCD vs PAYX
+20.8%
-1.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -2.5% | -7.9% | +5.4% | -0.4% |
| 30D | -7.0% | -5.0% | -2.0% | -5.9% |
| 3M | -9.8% | +15.1% | -24.9% | -13.4% |
| 6M | -21.8% | +23.9% | -45.7% | -26.5% |
| YTD | -15.6% | +6.2% | -21.8% | -17.2% |
| 1Y | -15.2% | -9.6% | -5.5% | -12.8% |
| 3Y | -2.6% | +5.8% | -8.4% | -5.2% |
| 5Y | +18.9% | +22.0% | -3.1% | +12.5% |
| All | +18.9% | +20.8% | -1.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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