-53.3%
PAYC vs MDY
+43.9%
-97.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +1.2% |
| 7D | -10.2% | -2.5% | -7.7% | -7.7% |
| 30D | +2.0% | -5.0% | +7.0% | +7.6% |
| 3M | +58.3% | +0.5% | +57.8% | +56.3% |
| 6M | +64.5% | +8.0% | +56.5% | +47.8% |
| YTD | +36.5% | +12.2% | +24.4% | +16.7% |
| 1Y | -1.3% | +14.0% | -15.3% | -17.4% |
| 3Y | -22.1% | +48.2% | -70.3% | -54.6% |
| 5Y | -53.3% | +46.1% | -99.4% | -71.2% |
| All | -53.3% | +43.9% | -97.3% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling