+8.1%
PAYX vs MOD
-6.2%
+14.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | +3.9% |
| 7D | -1.2% | +40.4% | -41.6% | +3.8% |
| 30D | +7.8% | -14.0% | +21.8% | +6.6% |
| 3M | -6.8% | -33.3% | +26.5% | -10.4% |
| 6M | +31.3% | -51.4% | +82.7% | +23.2% |
| YTD | +7.7% | +1.6% | +6.1% | +6.0% |
| 1Y | +8.1% | +5.4% | +2.7% | +6.5% |
| All | +8.1% | -6.2% | +14.2% | +6.5% |
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