+178.6%
PAYX vs MGY
+208.9%
-30.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -2.6% | +3.1% | -5.7% | -3.2% |
| 30D | -2.9% | +5.3% | -8.1% | -3.8% |
| 3M | +19.0% | +0.7% | +18.3% | +18.4% |
| 6M | +31.0% | -5.1% | +36.1% | +31.4% |
| YTD | +9.2% | +28.6% | -19.4% | +3.7% |
| 1Y | -8.4% | +19.1% | -27.5% | -12.1% |
| 3Y | +10.3% | +27.6% | -17.2% | +3.0% |
| 5Y | +26.2% | +93.3% | -67.1% | +5.8% |
| All | +178.6% | +208.9% | -30.4% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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