+81.7%
MDLZ vs PAYX
+167.8%
-86.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.3% |
| 7D | +1.9% | -4.9% | +6.7% | +3.8% |
| 30D | +0.4% | -3.8% | +4.2% | +1.8% |
| 3M | -0.6% | +17.9% | -18.5% | -7.0% |
| 6M | +14.7% | +26.1% | -11.4% | +4.1% |
| YTD | +18.0% | +6.7% | +11.2% | +13.9% |
| 1Y | +4.1% | -10.7% | +14.9% | +8.1% |
| 3Y | -4.6% | +7.0% | -11.5% | -10.2% |
| 5Y | +18.4% | +22.6% | -4.2% | +2.1% |
| All | +81.7% | +167.8% | -86.1% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling