+121.4%
MMM vs PAYC
+1,229.9%
-1,108.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | -3.3% | -2.9% | -0.4% | -2.9% |
| 30D | -7.0% | +32.8% | -39.8% | -11.2% |
| 3M | +10.8% | +69.3% | -58.5% | +1.9% |
| 6M | +5.8% | +74.0% | -68.2% | -3.7% |
| YTD | +6.8% | +46.4% | -39.6% | -0.4% |
| 1Y | +10.4% | +4.2% | +6.2% | +8.4% |
| 3Y | +104.7% | -19.7% | +124.4% | +103.3% |
| 5Y | +23.6% | -52.0% | +75.6% | +28.8% |
| 10Y | +54.1% | +356.9% | -302.8% | +21.5% |
| All | +121.4% | +1,229.9% | -1,108.4% | +65.4% |
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