+35,710.1%
PAYX vs MOD
+2,341.4%
+33,368.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -3.5% |
| 7D | -1.2% | +40.4% | -41.6% | -6.5% |
| 30D | +7.8% | -14.0% | +21.8% | +8.5% |
| 3M | -6.8% | -33.3% | +26.5% | -3.2% |
| 6M | +31.3% | -51.4% | +82.7% | +40.3% |
| YTD | +7.7% | +1.6% | +6.1% | +0.6% |
| 1Y | +8.1% | +5.4% | +2.7% | -0.2% |
| 3Y | +12.2% | +191.0% | -178.8% | -18.8% |
| 5Y | +8.9% | +1,093.1% | -1,084.2% | -40.8% |
| 10Y | +179.0% | +1,095.2% | -916.3% | +32.2% |
| All | +35,710.1% | +2,341.4% | +33,368.7% | +11,385.9% |
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