+21.8%
PAYX vs MOD
+1,517.7%
-1,495.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.9% |
| 7D | -6.9% | +6.3% | -13.3% | -7.2% |
| 30D | -2.6% | -1.7% | -0.9% | -2.6% |
| 3M | +19.4% | -30.1% | +49.6% | +21.1% |
| 6M | +18.7% | +2.7% | +16.0% | +16.3% |
| YTD | +7.8% | +44.1% | -36.3% | +2.1% |
| 1Y | -9.9% | +38.7% | -48.6% | -15.0% |
| 3Y | +7.4% | +309.8% | -302.3% | -17.1% |
| 5Y | +21.8% | +1,569.7% | -1,547.9% | -31.2% |
| All | +21.8% | +1,517.7% | -1,495.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling