+7,470.4%
PAYX vs MLM
+3,017.4%
+4,453.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.8% | -5.8% | +3.0% | -1.2% |
| 30D | +11.4% | +9.8% | +1.5% | +8.2% |
| 3M | -3.9% | -5.2% | +1.3% | -2.6% |
| 6M | +27.0% | -10.3% | +37.3% | +30.2% |
| YTD | +7.4% | -15.5% | +22.9% | +11.4% |
| 1Y | +7.9% | -15.0% | +23.0% | +11.7% |
| 3Y | +11.8% | +17.5% | -5.6% | +4.0% |
| 5Y | +9.7% | +30.5% | -20.8% | -2.1% |
| 10Y | +178.2% | +145.5% | +32.7% | +98.2% |
| All | +7,470.4% | +3,017.4% | +4,453.0% | +2,504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling