+457.4%
MDLZ vs PAYX
+560.0%
-102.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.8% |
| 7D | 0.0% | -6.9% | +7.0% | +2.3% |
| 30D | -1.6% | -2.6% | +1.0% | -0.8% |
| 3M | +0.9% | +19.4% | -18.6% | -4.7% |
| 6M | +7.3% | +18.7% | -11.3% | +1.2% |
| YTD | +16.4% | +7.8% | +8.7% | +12.8% |
| 1Y | +3.0% | -9.9% | +12.8% | +5.4% |
| 3Y | -3.7% | +7.4% | -11.2% | -8.0% |
| 5Y | +15.6% | +21.8% | -6.2% | +4.7% |
| 10Y | +79.0% | +161.3% | -82.3% | +25.9% |
| All | +457.4% | +560.0% | -102.6% | +191.1% |
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