+158.1%
MDLZ vs PAYC
+1,292.9%
-1,134.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | 0.0% |
| 7D | -1.0% | -9.5% | +8.5% | +0.1% |
| 30D | +7.9% | +3.3% | +4.7% | +7.5% |
| 3M | +8.9% | +14.5% | -5.6% | +7.0% |
| 6M | +10.5% | +76.0% | -65.6% | +2.6% |
| YTD | +27.1% | +53.4% | -26.2% | +19.5% |
| 1Y | +20.9% | +43.8% | -22.9% | +14.5% |
| 3Y | +5.5% | +45.3% | -39.7% | -1.9% |
| 5Y | +22.2% | -48.9% | +71.2% | +26.1% |
| 10Y | +106.1% | +500.5% | -394.4% | +46.8% |
| All | +158.1% | +1,292.9% | -1,134.8% | +70.5% |
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