-10.9%
PAYX vs MLM
-18.7%
+7.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -7.5% | -2.7% | -4.7% | -7.3% |
| 30D | -5.3% | -8.3% | +3.0% | -4.8% |
| 3M | +15.6% | -12.0% | +27.6% | +16.3% |
| 6M | +19.5% | -17.6% | +37.1% | +20.3% |
| YTD | +5.8% | -18.9% | +24.6% | +6.6% |
| 1Y | -10.9% | -17.6% | +6.8% | -11.1% |
| All | -10.9% | -18.7% | +7.9% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling