+1,017.5%
MDB vs PAYX
+141.3%
+876.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +2.0% |
| 7D | -4.5% | -7.5% | +2.9% | +1.0% |
| 30D | -14.0% | -5.3% | -8.7% | -10.2% |
| 3M | +5.3% | +15.6% | -10.3% | -5.3% |
| 6M | +31.9% | +19.5% | +12.4% | +16.8% |
| YTD | -14.6% | +5.8% | -20.4% | -17.7% |
| 1Y | +8.2% | -10.9% | +19.1% | +16.3% |
| 3Y | -5.0% | +5.4% | -10.4% | -12.6% |
| 5Y | -24.5% | +20.4% | -44.9% | -33.0% |
| All | +1,017.5% | +141.3% | +876.2% | +572.4% |
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