+7,707.7%
MDT vs PAYX
+35,385.9%
-27,678.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -3.4% | -4.9% | +1.4% | -2.2% |
| 30D | +0.2% | -3.8% | +4.0% | +1.1% |
| 3M | +14.3% | +17.9% | -3.6% | +9.6% |
| 6M | +4.0% | +26.1% | -22.1% | -2.2% |
| YTD | -3.7% | +6.7% | -10.4% | -5.9% |
| 1Y | -0.4% | -10.7% | +10.4% | +1.6% |
| 3Y | +23.3% | +7.0% | +16.4% | +19.4% |
| 5Y | -18.9% | +22.6% | -41.5% | -24.5% |
| 10Y | +39.2% | +166.5% | -127.4% | +7.9% |
| All | +7,707.7% | +35,385.9% | -27,678.2% | +2,780.5% |
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