+505.3%
MTUM vs PAYC
+1,156.6%
-651.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +0.7% | -5.5% | +6.2% | +1.8% |
| 30D | -2.4% | +3.8% | -6.2% | -3.3% |
| 3M | -3.6% | +65.8% | -69.5% | -14.5% |
| 6M | +23.7% | +68.7% | -45.0% | +8.3% |
| YTD | +22.9% | +38.3% | -15.4% | +12.0% |
| 1Y | +21.8% | -2.4% | +24.1% | +19.7% |
| 3Y | +114.4% | -21.5% | +136.0% | +111.5% |
| 5Y | +79.6% | -52.7% | +132.3% | +93.0% |
| 10Y | +356.2% | +354.4% | +1.8% | +221.0% |
| All | +505.3% | +1,156.6% | -651.3% | +292.4% |
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 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