+164.0%
PAYX vs MCO
+393.6%
-229.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -4.9% | -3.8% | -1.1% | -2.8% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | +17.9% | +7.7% | +10.1% | +13.0% |
| 6M | +26.1% | +7.0% | +19.1% | +21.3% |
| YTD | +6.7% | -6.4% | +13.1% | +9.9% |
| 1Y | -10.7% | -7.6% | -3.1% | -7.7% |
| 3Y | +7.0% | +43.2% | -36.3% | -15.1% |
| 5Y | +22.6% | +29.6% | -7.0% | +0.6% |
| All | +164.0% | +393.6% | -229.6% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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