+177.5%
MCD vs CPAY
+155.3%
+22.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.5% | -2.7% | +0.1% | -2.0% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | -9.8% | +17.0% | -26.8% | -12.8% |
| 6M | -21.8% | +24.1% | -45.9% | -25.6% |
| YTD | -15.6% | +35.7% | -51.3% | -21.8% |
| 1Y | -15.2% | +34.0% | -49.2% | -21.4% |
| 3Y | -2.6% | +50.3% | -52.8% | -14.8% |
| 5Y | +18.9% | +56.7% | -37.8% | +0.6% |
| All | +177.5% | +155.3% | +22.2% | +112.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling