+7,775.6%
PAYX vs MCO
+7,404.7%
+370.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -4.9% | -3.8% | -1.1% | -3.5% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | +17.9% | +7.7% | +10.1% | +14.7% |
| 6M | +26.1% | +7.0% | +19.1% | +23.0% |
| YTD | +6.7% | -6.4% | +13.1% | +9.0% |
| 1Y | -10.7% | -7.6% | -3.1% | -8.5% |
| 3Y | +7.0% | +43.2% | -36.3% | -7.3% |
| 5Y | +22.6% | +29.6% | -7.0% | +9.0% |
| 10Y | +166.5% | +389.2% | -222.7% | +51.6% |
| All | +7,775.6% | +7,404.7% | +370.9% | +1,428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling