+115.8%
MDT vs PAYC
+1,158.0%
-1,042.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.0% |
| 7D | +0.4% | -7.9% | +8.3% | +1.8% |
| 30D | +6.0% | +2.1% | +3.9% | +5.5% |
| 3M | +15.5% | +61.8% | -46.2% | +5.5% |
| 6M | +3.4% | +59.9% | -56.5% | -5.9% |
| YTD | -2.2% | +38.5% | -40.7% | -8.9% |
| 1Y | +2.6% | -1.4% | +4.0% | +1.2% |
| 3Y | +27.5% | -21.0% | +48.5% | +26.0% |
| 5Y | -20.1% | -52.9% | +32.8% | -15.3% |
| 10Y | +39.1% | +332.8% | -293.7% | +1.5% |
| All | +115.8% | +1,158.0% | -1,042.3% | +44.1% |
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