+358.3%
MLM vs PAYC
+1,262.3%
-904.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.2% | -0.8% |
| 7D | -4.1% | -10.2% | +6.1% | -1.9% |
| 30D | +8.2% | +6.1% | +2.0% | +6.8% |
| 3M | -3.6% | +10.1% | -13.6% | -5.7% |
| 6M | -15.6% | +88.6% | -104.2% | -27.5% |
| YTD | -16.4% | +50.0% | -66.4% | -25.1% |
| 1Y | -14.3% | +46.1% | -60.4% | -22.8% |
| 3Y | +19.3% | +51.2% | -31.8% | +3.9% |
| 5Y | +29.6% | -51.7% | +81.2% | +39.5% |
| 10Y | +189.9% | +467.4% | -277.4% | +87.9% |
| All | +358.3% | +1,262.3% | -904.0% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling