+276.0%
MDT vs CPAY
+1,524.4%
-1,248.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | +2.8% | +1.3% | +1.5% | +2.3% |
| 3M | +13.1% | +13.5% | -0.4% | +8.7% |
| 6M | +2.3% | +24.7% | -22.4% | -5.2% |
| YTD | -2.7% | +34.9% | -37.6% | -12.9% |
| 1Y | +0.9% | +29.7% | -28.8% | -9.0% |
| 3Y | +26.8% | +49.4% | -22.6% | +6.1% |
| 5Y | -19.5% | +53.5% | -72.9% | -34.8% |
| 10Y | +40.6% | +152.5% | -111.9% | -3.8% |
| All | +276.0% | +1,524.4% | -1,248.4% | +49.8% |
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