+287.6%
MP vs PAYX
+93.0%
+194.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +9.5% | -1.2% | +10.6% | +9.9% |
| 30D | -3.0% | +7.8% | -10.8% | -6.9% |
| 3M | -30.4% | -6.8% | -23.6% | -29.0% |
| 6M | -39.2% | +31.3% | -70.5% | -49.4% |
| YTD | -23.3% | +7.7% | -31.0% | -29.1% |
| 1Y | -32.6% | +8.1% | -40.7% | -38.1% |
| 3Y | +159.3% | +12.2% | +147.1% | +111.9% |
| 5Y | -16.4% | +8.9% | -25.4% | -29.9% |
| All | +287.6% | +93.0% | +194.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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