+1,972.7%
MCO vs CPAY
+1,533.9%
+438.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -7.3% | -2.7% | -4.7% | -6.2% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | +3.9% | +17.0% | -13.1% | -3.2% |
| 6M | +3.8% | +24.1% | -20.3% | -6.5% |
| YTD | -7.9% | +35.7% | -43.6% | -21.2% |
| 1Y | -6.8% | +34.0% | -40.9% | -20.3% |
| 3Y | +40.9% | +50.3% | -9.3% | +11.8% |
| 5Y | +27.5% | +56.7% | -29.2% | -3.1% |
| 10Y | +381.4% | +153.9% | +227.5% | +183.8% |
| All | +1,972.7% | +1,533.9% | +438.8% | +490.5% |
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