+475.7%
MTZ vs PAYC
+1,229.9%
-754.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +3.0% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -11.1% | +32.8% | -43.8% | -18.2% |
| 3M | -36.7% | +69.3% | -106.0% | -46.3% |
| 6M | -21.9% | +74.0% | -95.9% | -35.3% |
| YTD | +9.1% | +46.4% | -37.3% | -5.6% |
| 1Y | +30.0% | +4.2% | +25.8% | +23.9% |
| 3Y | +138.5% | -19.7% | +158.2% | +136.2% |
| 5Y | +158.3% | -52.0% | +210.4% | +183.4% |
| 10Y | +700.8% | +356.9% | +343.9% | +387.4% |
| All | +475.7% | +1,229.9% | -754.1% | +189.2% |
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