+148.1%
MMM vs PAYC
+1,292.9%
-1,144.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | -2.6% | -9.5% | +6.9% | -1.2% |
| 30D | +17.4% | +3.3% | +14.1% | +16.8% |
| 3M | +3.6% | +14.5% | -10.9% | +1.5% |
| 6M | +33.0% | +76.0% | -43.0% | +21.4% |
| YTD | +19.6% | +53.4% | -33.7% | +10.8% |
| 1Y | +14.0% | +43.8% | -29.8% | +6.6% |
| 3Y | +164.3% | +45.3% | +119.0% | +144.4% |
| 5Y | +49.3% | -48.9% | +98.3% | +54.4% |
| 10Y | +78.4% | +500.5% | -422.2% | +37.8% |
| All | +148.1% | +1,292.9% | -1,144.8% | +83.9% |
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