+3,645.5%
MRK vs PAYX
+35,385.9%
-31,740.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -3.3% |
| 30D | +8.3% | -3.8% | +12.1% | +9.1% |
| 3M | +20.0% | +17.9% | +2.2% | +15.9% |
| 6M | +25.7% | +26.1% | -0.4% | +19.3% |
| YTD | +38.7% | +6.7% | +32.0% | +35.9% |
| 1Y | +74.7% | -10.7% | +85.4% | +77.3% |
| 3Y | +45.4% | +7.0% | +38.4% | +41.1% |
| 5Y | +129.0% | +22.6% | +106.4% | +113.7% |
| 10Y | +228.0% | +166.5% | +61.5% | +158.5% |
| All | +3,645.5% | +35,385.9% | -31,740.4% | +1,432.3% |
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