-10.7%
PAYX vs MTCH
+14.2%
-24.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -4.9% | +1.3% | -6.1% | -5.2% |
| 30D | -3.8% | +15.9% | -19.7% | -8.0% |
| 3M | +17.9% | +23.3% | -5.4% | +10.0% |
| 6M | +26.1% | +40.1% | -14.1% | +11.3% |
| YTD | +6.7% | +33.6% | -26.8% | -4.3% |
| 1Y | -10.7% | +14.1% | -24.8% | -20.5% |
| All | -10.7% | +14.2% | -24.9% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling