-16.6%
PAYX vs MULL
+2,337.2%
-2,353.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -4.9% | -8.4% | +3.6% | -5.1% |
| 30D | -3.8% | +9.7% | -13.5% | -3.4% |
| 3M | +17.9% | -26.8% | +44.6% | +18.4% |
| 6M | +26.1% | +220.7% | -194.6% | +27.1% |
| YTD | +6.7% | +509.0% | -502.3% | +6.1% |
| 1Y | -10.7% | +1,739.5% | -1,750.3% | -15.0% |
| All | -16.6% | +2,337.2% | -2,353.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling