+37,197.0%
PAYX vs MOD
+3,565.2%
+33,631.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -3.3% |
| 7D | -4.2% | +9.6% | -13.8% | -5.5% |
| 30D | +2.9% | 0.0% | +2.9% | +2.7% |
| 3M | +23.6% | -35.4% | +59.0% | +29.9% |
| 6M | +30.0% | -7.3% | +37.3% | +27.4% |
| YTD | +12.2% | +45.8% | -33.6% | +1.4% |
| 1Y | -7.5% | +43.1% | -50.6% | -17.2% |
| 3Y | +10.1% | +297.7% | -287.5% | -22.7% |
| 5Y | +25.1% | +1,478.8% | -1,453.6% | -33.6% |
| 10Y | +171.7% | +1,633.4% | -1,461.7% | +23.9% |
| All | +37,197.0% | +3,565.2% | +33,631.7% | +11,396.5% |
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 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