+166.4%
MTZ vs PAYC
-53.3%
+219.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.4% | +9.2% | +4.8% |
| 7D | +3.6% | -7.9% | +11.4% | +5.1% |
| 30D | -9.6% | +2.1% | -11.8% | -10.3% |
| 3M | -31.9% | +61.8% | -93.7% | -40.1% |
| 6M | -13.8% | +59.9% | -73.7% | -24.8% |
| YTD | +13.3% | +38.5% | -25.2% | +2.5% |
| 1Y | +39.3% | -1.4% | +40.7% | +39.9% |
| 3Y | +168.3% | -21.0% | +189.4% | +176.6% |
| 5Y | +166.4% | -52.9% | +219.3% | +205.0% |
| All | +166.4% | -53.3% | +219.7% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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