+19.3%
MLM vs PAYC
+50.7%
-31.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.2% | -1.3% |
| 7D | -4.1% | -10.2% | +6.1% | -3.0% |
| 30D | +8.2% | +6.1% | +2.0% | +7.6% |
| 3M | -3.6% | +10.1% | -13.6% | -4.5% |
| 6M | -15.6% | +88.6% | -104.2% | -22.0% |
| YTD | -16.4% | +50.0% | -66.4% | -20.1% |
| 1Y | -14.3% | +46.1% | -60.4% | -17.8% |
| 3Y | +19.3% | +51.2% | -31.8% | +18.7% |
| All | +19.3% | +50.7% | -31.4% | +18.7% |
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