+135.0%
MDLZ vs PAYC
+1,229.9%
-1,094.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -1.7% | -2.9% | +1.1% | -1.4% |
| 30D | -2.1% | +32.8% | -34.9% | -5.7% |
| 3M | +1.3% | +69.3% | -68.0% | -5.3% |
| 6M | +6.2% | +74.0% | -67.8% | -1.4% |
| YTD | +15.8% | +46.4% | -30.6% | +9.5% |
| 1Y | +4.1% | +4.2% | 0.0% | +2.5% |
| 3Y | -4.1% | -19.7% | +15.6% | -4.9% |
| 5Y | +13.4% | -52.0% | +65.4% | +17.8% |
| 10Y | +75.7% | +356.9% | -281.2% | +28.9% |
| All | +135.0% | +1,229.9% | -1,094.8% | +56.3% |
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