+157.5%
MDLZ vs PAYC
+1,328.4%
-1,170.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | +8.2% | +5.2% | +3.1% | +7.5% |
| 3M | +8.0% | +18.0% | -10.0% | +5.7% |
| 6M | +9.7% | +81.6% | -71.9% | +1.5% |
| YTD | +26.9% | +57.3% | -30.4% | +18.9% |
| 1Y | +20.9% | +49.8% | -28.9% | +13.9% |
| 3Y | +5.3% | +49.0% | -43.7% | -2.4% |
| 5Y | +21.4% | -47.8% | +69.2% | +24.9% |
| 10Y | +105.7% | +515.8% | -410.1% | +46.1% |
| All | +157.5% | +1,328.4% | -1,170.9% | +69.6% |
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