-17.0%
PAYX vs MULL
+2,366.2%
-2,383.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.3% | +9.7% | +0.1% |
| 7D | -7.9% | +3.6% | -11.5% | -7.8% |
| 30D | -5.0% | +22.0% | -27.1% | -4.4% |
| 3M | +15.1% | -8.6% | +23.8% | +15.9% |
| 6M | +23.9% | +248.5% | -224.6% | +24.9% |
| YTD | +6.2% | +516.3% | -510.1% | +5.6% |
| 1Y | -9.6% | +2,036.6% | -2,046.3% | -14.5% |
| All | -17.0% | +2,366.2% | -2,383.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling