+1,343.1%
PAYC vs MTCH
+135.2%
+1,207.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -8.7% | -2.4% | -6.4% | -7.8% |
| 30D | +1.2% | +12.8% | -11.6% | -3.7% |
| 3M | +58.6% | +20.0% | +38.6% | +46.4% |
| 6M | +56.6% | +34.7% | +21.9% | +37.3% |
| YTD | +36.2% | +30.6% | +5.7% | +20.7% |
| 1Y | -2.2% | +10.9% | -13.1% | -7.6% |
| 3Y | -22.3% | -2.0% | -20.3% | -24.5% |
| 5Y | -53.9% | -72.6% | +18.8% | -30.3% |
| 10Y | +347.5% | +197.9% | +149.6% | +182.6% |
| All | +1,343.1% | +135.2% | +1,207.9% | +863.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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