+164.0%
PAYX vs MOD
+1,553.3%
-1,389.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | 0.0% |
| 7D | -4.9% | -2.8% | -2.1% | -4.6% |
| 30D | -3.8% | -5.1% | +1.3% | -3.5% |
| 3M | +17.9% | -30.3% | +48.1% | +20.8% |
| 6M | +26.1% | -5.6% | +31.7% | +24.0% |
| YTD | +6.7% | +41.8% | -35.0% | -0.5% |
| 1Y | -10.7% | +28.9% | -39.7% | -16.5% |
| 3Y | +7.0% | +304.1% | -297.2% | -19.2% |
| 5Y | +22.6% | +1,575.2% | -1,552.6% | -27.6% |
| All | +164.0% | +1,553.3% | -1,389.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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