+14,415.2%
MPWR vs PAYX
+615.4%
+13,799.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +2.3% |
| 7D | -0.6% | -6.9% | +6.3% | +4.4% |
| 30D | -13.1% | -2.6% | -10.5% | -12.1% |
| 3M | -21.7% | +19.4% | -41.2% | -33.5% |
| 6M | +19.5% | +18.7% | +0.9% | -0.6% |
| YTD | +34.9% | +7.8% | +27.1% | +19.0% |
| 1Y | +42.0% | -9.9% | +51.8% | +42.7% |
| 3Y | +148.8% | +7.4% | +141.4% | +110.9% |
| 5Y | +156.8% | +21.8% | +135.0% | +100.6% |
| 10Y | +1,650.0% | +161.3% | +1,488.7% | +634.4% |
| All | +14,415.2% | +615.4% | +13,799.8% | +2,691.9% |
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