-21.0%
MDLN vs CPAY
+30.9%
-51.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -11.5% | -2.7% | -8.8% | -11.1% |
| 30D | -7.6% | +0.6% | -8.1% | -7.6% |
| 3M | -11.4% | +17.0% | -28.4% | -12.8% |
| 6M | -24.5% | +24.1% | -48.6% | -25.5% |
| YTD | -22.9% | +35.7% | -58.6% | -24.0% |
| All | -21.0% | +30.9% | -51.9% | -22.3% |
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