+43.5%
MLM vs PAYC
-51.7%
+95.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.5% |
| 30D | -6.8% | +32.8% | -39.6% | -11.4% |
| 3M | -11.2% | +69.3% | -80.5% | -19.1% |
| 6M | -21.8% | +74.0% | -95.8% | -29.6% |
| YTD | -17.0% | +46.4% | -63.4% | -22.9% |
| 1Y | -16.4% | +4.2% | -20.5% | -17.3% |
| 3Y | +14.5% | -19.7% | +34.2% | +17.1% |
| All | +43.5% | -51.7% | +95.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling