+3,066.4%
MTZ vs PAYX
+35,195.9%
-32,129.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | 0.0% | -7.9% | +7.9% | +2.6% |
| 30D | -14.8% | -5.0% | -9.8% | -13.7% |
| 3M | -30.8% | +15.1% | -45.9% | -35.1% |
| 6M | -22.6% | +23.9% | -46.6% | -30.0% |
| YTD | +6.8% | +6.2% | +0.7% | +1.2% |
| 1Y | +22.1% | -9.6% | +31.8% | +22.0% |
| 3Y | +153.1% | +5.8% | +147.3% | +136.9% |
| 5Y | +161.4% | +22.0% | +139.5% | +132.7% |
| 10Y | +723.1% | +165.1% | +558.0% | +470.0% |
| All | +3,066.4% | +35,195.9% | -32,129.5% | +919.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling