-6.2%
PAYX vs MRSH
-9.3%
+3.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +1.2% |
| 7D | -2.6% | -2.9% | +0.2% | -1.0% |
| 30D | -2.9% | -3.9% | +1.1% | -0.6% |
| 3M | +19.0% | +7.6% | +11.4% | +15.0% |
| 6M | +31.0% | +5.9% | +25.0% | +26.8% |
| YTD | +9.2% | -1.2% | +10.4% | +8.0% |
| All | -6.2% | -9.3% | +3.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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