+13,624.1%
MA vs PAYX
+506.1%
+13,118.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +1.4% |
| 7D | -1.8% | -6.9% | +5.2% | +3.3% |
| 30D | +1.4% | -2.6% | +4.0% | +3.0% |
| 3M | +17.7% | +19.4% | -1.7% | +2.7% |
| 6M | +9.7% | +18.7% | -9.0% | -4.5% |
| YTD | +0.5% | +7.8% | -7.3% | -6.6% |
| 1Y | -2.1% | -9.9% | +7.8% | +3.2% |
| 3Y | +40.1% | +7.4% | +32.7% | +25.7% |
| 5Y | +67.5% | +21.8% | +45.7% | +33.5% |
| 10Y | +505.6% | +161.3% | +344.3% | +160.4% |
| All | +13,624.1% | +506.1% | +13,118.0% | +2,924.7% |
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