+46.3%
MDY vs CPAY
+55.3%
-9.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | -2.0% | +0.1% | -1.1% |
| 30D | -4.6% | -0.4% | -4.3% | -4.6% |
| 3M | -1.2% | +16.4% | -17.6% | -7.4% |
| 6M | +9.2% | +23.5% | -14.3% | -0.8% |
| YTD | +13.1% | +35.7% | -22.6% | -2.6% |
| 1Y | +13.0% | +30.2% | -17.2% | -1.2% |
| 3Y | +49.2% | +49.7% | -0.5% | +18.4% |
| All | +46.3% | +55.3% | -9.0% | +6.3% |
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 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