+164.1%
PAYX vs MLM
+203.1%
-39.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -7.5% | -2.7% | -4.7% | -6.5% |
| 30D | -5.3% | -8.3% | +3.0% | -2.4% |
| 3M | +15.6% | -12.0% | +27.6% | +20.5% |
| 6M | +19.5% | -17.6% | +37.1% | +26.9% |
| YTD | +5.8% | -18.9% | +24.6% | +12.4% |
| 1Y | -10.9% | -17.6% | +6.8% | -6.1% |
| 3Y | +5.4% | +16.8% | -11.4% | -4.8% |
| 5Y | +20.4% | +41.0% | -20.6% | -0.7% |
| 10Y | +164.1% | +209.3% | -45.2% | +63.0% |
| All | +164.1% | +203.1% | -39.0% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling