-23.5%
MDB vs CPAY
+53.2%
-76.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | -2.8% | -2.7% | -0.1% | -0.8% |
| 30D | -14.9% | +0.6% | -15.4% | -15.4% |
| 3M | +7.3% | +17.0% | -9.7% | -4.9% |
| 6M | +38.2% | +24.1% | +14.1% | +16.1% |
| YTD | -10.9% | +35.7% | -46.7% | -31.7% |
| 1Y | +11.6% | +34.0% | -22.4% | -14.8% |
| 3Y | -0.9% | +50.3% | -51.2% | -35.8% |
| 5Y | -23.5% | +56.7% | -80.2% | -56.6% |
| All | -23.5% | +53.2% | -76.7% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling