+18.9%
MLM vs PAYC
-22.2%
+41.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.3% |
| 7D | +1.4% | -7.9% | +9.3% | +1.7% |
| 30D | -6.5% | +2.1% | -8.6% | -6.6% |
| 3M | -7.4% | +61.8% | -69.2% | -9.6% |
| 6M | -15.8% | +59.9% | -75.7% | -17.8% |
| YTD | -17.4% | +38.5% | -55.9% | -18.7% |
| 1Y | -17.9% | -1.4% | -16.5% | -17.4% |
| 3Y | +18.9% | -21.0% | +39.9% | +27.1% |
| All | +18.9% | -22.2% | +41.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 3y: compounded portfolio wealth divided by compounded PAYC 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…
3y analysis · Full analysis span regression · 6 months rolling