+23.6%
PAYX vs MXL
+40.1%
-16.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.3% |
| 7D | -4.9% | +18.9% | -23.7% | -5.4% |
| 30D | -3.8% | +0.3% | -4.1% | -3.9% |
| 3M | +17.9% | -8.0% | +25.9% | +16.6% |
| 6M | +26.1% | +341.2% | -315.2% | +8.2% |
| YTD | +6.7% | +327.8% | -321.1% | -8.4% |
| 1Y | -10.7% | +364.9% | -375.6% | -24.5% |
| 3Y | +7.0% | +229.2% | -222.3% | -11.8% |
| All | +23.6% | +40.1% | -16.5% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling