+148.8%
MMM vs PAYC
+1,266.0%
-1,117.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +7.0% | -9.5% | +16.5% | +8.5% |
| 30D | +18.4% | +2.5% | +15.9% | +18.0% |
| 3M | +4.5% | +11.7% | -7.2% | +2.7% |
| 6M | +33.4% | +74.6% | -41.2% | +21.9% |
| YTD | +20.0% | +50.4% | -30.4% | +11.4% |
| 1Y | +15.0% | +44.0% | -29.0% | +7.5% |
| 3Y | +165.0% | +42.5% | +122.5% | +145.7% |
| 5Y | +47.9% | -50.3% | +98.2% | +53.5% |
| 10Y | +79.6% | +521.2% | -441.6% | +38.7% |
| All | +148.8% | +1,266.0% | -1,117.2% | +84.9% |
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