+8.2%
PAYX vs MXL
+206.6%
-198.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -22.1% | +22.7% | -0.7% |
| 7D | +9.3% | -38.1% | +47.4% | +6.3% |
| 30D | +19.5% | -59.5% | +79.0% | +14.2% |
| 3M | +2.1% | -34.3% | +36.4% | +0.4% |
| 6M | +33.1% | -45.8% | +78.8% | +29.9% |
| YTD | +11.3% | +154.2% | -142.9% | +8.8% |
| 1Y | +8.2% | +192.1% | -183.9% | +3.2% |
| All | +8.2% | +206.6% | -198.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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