+322.6%
MTZ vs PAYC
+1,262.3%
-939.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.1% | +14.6% | +10.8% |
| 7D | -6.4% | -10.2% | +3.7% | -4.2% |
| 30D | -22.1% | +6.1% | -28.2% | -23.6% |
| 3M | -32.7% | +10.1% | -42.7% | -34.9% |
| 6M | -59.8% | +88.6% | -148.5% | -67.4% |
| YTD | -19.9% | +50.0% | -69.9% | -31.6% |
| 1Y | -11.5% | +46.1% | -57.5% | -23.9% |
| 3Y | +258.1% | +51.2% | +206.9% | +197.0% |
| 5Y | +85.5% | -51.7% | +137.2% | +102.4% |
| 10Y | +492.2% | +467.4% | +24.8% | +243.6% |
| All | +322.6% | +1,262.3% | -939.7% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling