+35,195.9%
PAYX vs MTB
+8,265.4%
+26,930.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -5.0% | -4.6% | -0.4% | -3.5% |
| 3M | +15.1% | +7.4% | +7.7% | +12.1% |
| 6M | +23.9% | +18.7% | +5.2% | +16.1% |
| YTD | +6.2% | +21.1% | -14.9% | -1.4% |
| 1Y | -9.6% | +24.1% | -33.7% | -16.9% |
| 3Y | +5.8% | +115.3% | -109.5% | -22.0% |
| 5Y | +22.0% | +106.0% | -84.1% | -11.6% |
| 10Y | +165.1% | +171.6% | -6.5% | +63.0% |
| All | +35,195.9% | +8,265.4% | +26,930.5% | +5,201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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