+27.0%
MMM vs PAYC
-53.3%
+80.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.2% |
| 7D | -1.6% | -7.9% | +6.3% | -0.4% |
| 30D | -8.0% | +2.1% | -10.1% | -8.4% |
| 3M | +9.4% | +61.8% | -52.4% | +0.7% |
| 6M | +10.2% | +59.9% | -49.7% | +1.2% |
| YTD | +6.1% | +38.5% | -32.4% | -0.3% |
| 1Y | +10.8% | -1.4% | +12.2% | +10.6% |
| 3Y | +104.8% | -21.0% | +125.8% | +106.5% |
| 5Y | +27.0% | -52.9% | +79.9% | +28.8% |
| All | +27.0% | -53.3% | +80.3% | +28.8% |
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 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