+5,962.4%
PAYX vs MDY
+2,589.7%
+3,372.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | -7.9% | -2.5% | -5.4% | -6.0% |
| 30D | -5.0% | -5.0% | 0.0% | -1.1% |
| 3M | +15.1% | +0.5% | +14.7% | +14.1% |
| 6M | +23.9% | +8.0% | +15.9% | +15.2% |
| YTD | +6.2% | +12.2% | -6.0% | -4.5% |
| 1Y | -9.6% | +14.0% | -23.6% | -20.0% |
| 3Y | +5.8% | +48.2% | -42.3% | -25.9% |
| 5Y | +22.0% | +46.1% | -24.1% | -14.2% |
| 10Y | +165.1% | +173.8% | -8.7% | +9.5% |
| All | +5,962.4% | +2,589.7% | +3,372.7% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling