+164.0%
PAYX vs MTCH
+208.0%
-44.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | -3.8% | +15.9% | -19.7% | -6.6% |
| 3M | +17.9% | +23.3% | -5.4% | +12.8% |
| 6M | +26.1% | +40.1% | -14.1% | +17.4% |
| YTD | +6.7% | +33.6% | -26.8% | +0.3% |
| 1Y | -10.7% | +14.1% | -24.8% | -13.7% |
| 3Y | +7.0% | +1.4% | +5.5% | +3.2% |
| 5Y | +22.6% | -73.1% | +95.8% | +46.3% |
| All | +164.0% | +208.0% | -44.0% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling