+6,923.6%
MCK vs PAYX
+7,991.4%
-1,067.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.9% | -4.9% | +1.9% | -1.7% |
| 30D | +0.4% | -3.8% | +4.2% | +1.2% |
| 3M | +12.1% | +17.9% | -5.8% | +7.5% |
| 6M | -5.4% | +26.1% | -31.5% | -11.1% |
| YTD | +7.8% | +6.7% | +1.0% | +5.3% |
| 1Y | +22.9% | -10.7% | +33.7% | +25.2% |
| 3Y | +110.7% | +7.0% | +103.8% | +103.1% |
| 5Y | +346.2% | +22.6% | +323.6% | +311.2% |
| 10Y | +440.1% | +166.5% | +273.6% | +313.9% |
| All | +6,923.6% | +7,991.4% | -1,067.8% | +3,627.9% |
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