+2,433.2%
MA vs CPAY
+1,565.5%
+867.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.7% | +2.1% | -4.8% | -3.7% |
| 30D | +1.5% | +5.5% | -4.0% | -1.2% |
| 3M | +20.4% | +16.6% | +3.9% | +11.5% |
| 6M | +11.1% | +26.7% | -15.5% | -2.1% |
| YTD | +2.0% | +38.4% | -36.4% | -15.2% |
| 1Y | -2.2% | +30.1% | -32.3% | -16.5% |
| 3Y | +41.9% | +52.6% | -10.7% | +7.5% |
| 5Y | +75.4% | +59.0% | +16.4% | +27.8% |
| 10Y | +527.5% | +148.4% | +379.2% | +271.1% |
| All | +2,433.2% | +1,565.5% | +867.7% | +684.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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