+25.3%
MTUM vs PAYC
+5.6%
+19.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.3% |
| 7D | +1.7% | -2.9% | +4.6% | +1.3% |
| 30D | -1.7% | +32.8% | -34.4% | +2.8% |
| 3M | -6.3% | +69.3% | -75.6% | +2.8% |
| 6M | +21.8% | +74.0% | -52.1% | +34.5% |
| YTD | +22.0% | +46.4% | -24.4% | +36.4% |
| 1Y | +25.3% | +4.2% | +21.2% | +43.4% |
| All | +25.3% | +5.6% | +19.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling