+614.3%
MCO vs PAYC
+1,137.5%
-523.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -3.1% | -8.7% | +5.6% | -0.7% |
| 30D | -0.5% | +1.2% | -1.7% | -0.9% |
| 3M | +5.7% | +58.6% | -52.9% | -8.5% |
| 6M | +3.0% | +56.6% | -53.6% | -10.9% |
| YTD | -6.5% | +36.2% | -42.7% | -16.0% |
| 1Y | -5.8% | -2.2% | -3.6% | -7.5% |
| 3Y | +43.1% | -22.3% | +65.4% | +41.5% |
| 5Y | +29.5% | -53.9% | +83.3% | +44.2% |
| 10Y | +388.8% | +347.5% | +41.3% | +234.9% |
| All | +614.3% | +1,137.5% | -523.2% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling