+30.7%
MCO vs PAYC
-52.9%
+83.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -3.8% | -5.5% | +1.7% | -2.3% |
| 30D | -0.4% | +3.8% | -4.2% | -1.4% |
| 3M | +7.7% | +65.8% | -58.1% | -7.7% |
| 6M | +7.0% | +68.7% | -61.7% | -9.3% |
| YTD | -6.4% | +38.3% | -44.8% | -16.3% |
| 1Y | -7.6% | -2.4% | -5.3% | -9.3% |
| 3Y | +43.2% | -21.5% | +64.8% | +43.9% |
| All | +30.7% | -52.9% | +83.6% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling