+35,871.1%
PAYX vs MOD
+1,754.9%
+34,116.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +0.5% | -17.8% | +18.3% | +2.6% |
| 30D | +12.9% | -43.2% | +56.1% | +21.1% |
| 3M | -3.1% | -46.0% | +42.9% | +4.2% |
| 6M | +27.9% | -62.2% | +90.1% | +42.3% |
| YTD | +8.2% | -22.8% | +31.0% | +5.7% |
| 1Y | +8.9% | -35.5% | +44.4% | +8.6% |
| 3Y | +12.6% | +128.2% | -115.6% | -15.3% |
| 5Y | +10.8% | +791.6% | -780.9% | -36.9% |
| 10Y | +183.6% | +886.3% | -702.7% | +38.3% |
| All | +35,871.1% | +1,754.9% | +34,116.2% | +11,963.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling