+43.2%
MCO vs CPAY
+49.1%
-5.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -2.0% | -1.8% | -3.0% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +7.7% | +16.4% | -8.6% | +1.7% |
| 6M | +7.0% | +23.5% | -16.5% | -1.6% |
| YTD | -6.4% | +35.7% | -42.1% | -18.0% |
| 1Y | -7.6% | +30.2% | -37.8% | -17.8% |
| 3Y | +43.2% | +49.7% | -6.5% | +22.0% |
| All | +43.2% | +49.1% | -5.9% | +22.0% |
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