+1,351.0%
MCK vs CPAY
+1,532.9%
-181.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.9% | -2.0% | -1.0% | -2.5% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | +12.1% | +16.4% | -4.3% | +7.9% |
| 6M | -5.4% | +23.5% | -29.0% | -10.9% |
| YTD | +7.8% | +35.7% | -27.9% | -1.0% |
| 1Y | +22.9% | +30.2% | -7.2% | +13.7% |
| 3Y | +110.7% | +49.7% | +61.0% | +82.5% |
| 5Y | +346.2% | +56.6% | +289.6% | +272.1% |
| 10Y | +440.1% | +153.8% | +286.4% | +281.5% |
| All | +1,351.0% | +1,532.9% | -181.9% | +554.6% |
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