+2.6%
PAYX vs MDLN
-7.1%
+9.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.9% | -11.1% | +6.2% | -3.6% |
| 30D | -3.8% | -8.4% | +4.6% | -2.8% |
| 3M | +17.9% | -12.4% | +30.3% | +19.9% |
| 6M | +26.1% | -23.3% | +49.3% | +29.4% |
| YTD | +6.7% | -22.5% | +29.3% | +8.4% |
| All | +2.6% | -7.1% | +9.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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