+398.9%
PAYX vs MTUM
+604.3%
-205.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.2% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | -3.8% | -2.4% | -1.4% | -2.6% |
| 3M | +17.9% | -3.6% | +21.5% | +17.5% |
| 6M | +26.1% | +23.7% | +2.4% | +3.6% |
| YTD | +6.7% | +22.9% | -16.2% | -12.4% |
| 1Y | -10.7% | +21.8% | -32.5% | -26.6% |
| 3Y | +7.0% | +114.4% | -107.5% | -45.5% |
| 5Y | +22.6% | +79.6% | -56.9% | -28.5% |
| 10Y | +166.5% | +356.2% | -189.7% | -31.1% |
| All | +398.9% | +604.3% | -205.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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