+30.5%
MLM vs PAYC
-49.7%
+80.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.1% |
| 7D | -5.8% | -9.5% | +3.7% | -4.3% |
| 30D | +9.8% | +3.3% | +6.6% | +9.3% |
| 3M | -5.2% | +14.5% | -19.7% | -7.2% |
| 6M | -10.3% | +76.0% | -86.3% | -18.9% |
| YTD | -15.5% | +53.4% | -68.8% | -22.0% |
| 1Y | -15.0% | +43.8% | -58.8% | -20.7% |
| 3Y | +17.5% | +45.3% | -27.8% | +7.5% |
| 5Y | +30.5% | -48.9% | +79.5% | +50.3% |
| All | +30.5% | -49.7% | +80.2% | +50.3% |
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