+0.7%
MCHP vs CPAY
+49.1%
-48.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -2.0% | +2.0% | +1.0% |
| 30D | -6.0% | -0.4% | -5.7% | -6.1% |
| 3M | -19.7% | +16.4% | -36.0% | -26.7% |
| 6M | +14.0% | +23.5% | -9.5% | -0.8% |
| YTD | +18.4% | +35.7% | -17.2% | -5.9% |
| 1Y | +17.1% | +30.2% | -13.1% | -4.3% |
| 3Y | +0.7% | +49.7% | -49.0% | -27.5% |
| All | +0.7% | +49.1% | -48.4% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling