+1,049.8%
MDB vs CPAY
+152.0%
+897.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -17.4% | +2.1% | -19.5% | -18.7% |
| 30D | -2.0% | +5.5% | -7.6% | -5.4% |
| 3M | -3.0% | +16.6% | -19.6% | -12.1% |
| 6M | +48.7% | +26.7% | +22.0% | +26.9% |
| YTD | -12.1% | +38.4% | -50.5% | -29.9% |
| 1Y | +14.5% | +30.1% | -15.6% | -6.1% |
| 3Y | -6.1% | +52.6% | -58.7% | -31.7% |
| 5Y | -27.3% | +59.0% | -86.3% | -48.6% |
| All | +1,049.8% | +152.0% | +897.8% | +471.9% |
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