+509.1%
MCHP vs CPAY
+1,533.9%
-1,024.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.2% |
| 7D | -2.1% | -2.7% | +0.6% | -0.8% |
| 30D | -11.1% | +0.6% | -11.7% | -11.6% |
| 3M | -18.1% | +17.0% | -35.1% | -25.3% |
| 6M | +10.8% | +24.1% | -13.3% | -3.4% |
| YTD | +14.2% | +35.7% | -21.5% | -6.5% |
| 1Y | +13.5% | +34.0% | -20.6% | -6.9% |
| 3Y | -2.0% | +50.3% | -52.3% | -23.8% |
| 5Y | +1.4% | +56.7% | -55.3% | -23.7% |
| 10Y | +195.5% | +153.9% | +41.5% | +80.4% |
| All | +509.1% | +1,533.9% | -1,024.8% | +108.5% |
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 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