-10.9%
PAYX vs MOD
+34.0%
-44.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -2.3% |
| 7D | -7.5% | +3.6% | -11.1% | -7.0% |
| 30D | -5.3% | -2.6% | -2.7% | -5.5% |
| 3M | +15.6% | -33.1% | +48.8% | +12.1% |
| 6M | +19.5% | -7.5% | +27.0% | +18.2% |
| YTD | +5.8% | +39.3% | -33.5% | +5.9% |
| 1Y | -10.9% | +34.3% | -45.1% | -9.6% |
| All | -10.9% | +34.0% | -44.9% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling