+66.8%
MET vs CPAY
+49.2%
+17.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | +13.1% | +17.0% | -4.0% | +6.4% |
| 6M | +39.0% | +24.1% | +14.9% | +27.2% |
| YTD | +25.2% | +35.7% | -10.5% | +9.2% |
| 1Y | +25.6% | +34.0% | -8.4% | +9.9% |
| All | +66.8% | +49.2% | +17.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling