+2,741.0%
MMM vs PAYX
+35,064.1%
-32,323.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -2.6% | -7.5% | +4.9% | -0.8% |
| 30D | -9.3% | -5.3% | -4.0% | -8.2% |
| 3M | +5.6% | +15.6% | -10.0% | +1.6% |
| 6M | +9.5% | +19.5% | -10.0% | +4.1% |
| YTD | +4.1% | +5.8% | -1.6% | +1.8% |
| 1Y | +9.4% | -10.9% | +20.2% | +11.3% |
| 3Y | +101.0% | +5.4% | +95.5% | +96.1% |
| 5Y | +26.1% | +20.4% | +5.7% | +19.1% |
| 10Y | +54.7% | +164.1% | -109.4% | +23.0% |
| All | +2,741.0% | +35,064.1% | -32,323.1% | +1,217.9% |
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