+5,982.8%
MCD vs PAYX
+35,732.2%
-29,749.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.8% |
| 7D | -2.0% | -6.9% | +4.9% | -0.7% |
| 30D | -6.1% | -2.6% | -3.5% | -5.7% |
| 3M | -7.3% | +19.4% | -26.7% | -10.5% |
| 6M | -20.9% | +18.7% | -39.6% | -23.8% |
| YTD | -14.7% | +7.8% | -22.4% | -16.4% |
| 1Y | -16.1% | -9.9% | -6.3% | -14.9% |
| 3Y | -1.5% | +7.4% | -8.9% | -4.0% |
| 5Y | +20.4% | +21.8% | -1.4% | +13.9% |
| 10Y | +180.0% | +161.3% | +18.7% | +129.6% |
| All | +5,982.8% | +35,732.2% | -29,749.4% | +2,693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling