+12,688.9%
PAYX vs MTCH
+14,793.4%
-2,104.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -4.9% | +1.3% | -6.1% | -5.0% |
| 30D | -3.8% | +15.9% | -19.7% | -6.1% |
| 3M | +17.9% | +23.3% | -5.4% | +13.7% |
| 6M | +26.1% | +40.1% | -14.1% | +18.9% |
| YTD | +6.7% | +33.6% | -26.8% | +1.4% |
| 1Y | -10.7% | +14.1% | -24.8% | -13.1% |
| 3Y | +7.0% | +1.4% | +5.5% | +4.0% |
| 5Y | +22.6% | -73.1% | +95.8% | +42.4% |
| 10Y | +166.5% | +204.8% | -38.3% | +99.5% |
| All | +12,688.9% | +14,793.4% | -2,104.5% | +7,169.4% |
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