+766.7%
MTZ vs PAYX
+167.8%
+598.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +1.4% | -4.9% | +6.2% | +3.5% |
| 30D | -14.5% | -3.8% | -10.7% | -13.4% |
| 3M | -32.9% | +17.9% | -50.8% | -39.7% |
| 6M | -20.8% | +26.1% | -46.9% | -32.6% |
| YTD | +10.6% | +6.7% | +3.9% | +2.4% |
| 1Y | +27.1% | -10.7% | +37.8% | +30.2% |
| 3Y | +166.1% | +7.0% | +159.2% | +136.1% |
| 5Y | +170.7% | +22.6% | +148.1% | +116.0% |
| All | +766.7% | +167.8% | +598.8% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 10y: compounded portfolio wealth divided by compounded PAYX 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…
10y analysis · Full analysis span regression · 6 months rolling