+110.9%
MO vs PAYX
+167.8%
-57.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.1% | -4.9% | +5.0% | +1.7% |
| 30D | +7.1% | -3.8% | +10.9% | +8.4% |
| 3M | -2.0% | +17.9% | -19.8% | -6.9% |
| 6M | +7.3% | +26.1% | -18.8% | -0.8% |
| YTD | +23.5% | +6.7% | +16.7% | +20.1% |
| 1Y | +11.0% | -10.7% | +21.7% | +14.6% |
| 3Y | +95.0% | +7.0% | +88.0% | +85.1% |
| 5Y | +100.6% | +22.6% | +78.0% | +75.7% |
| All | +110.9% | +167.8% | -57.0% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling