+210.4%
MGY vs CPAY
+177.5%
+32.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | -2.0% | +5.5% | +4.6% |
| 30D | +5.3% | -0.4% | +5.6% | +5.2% |
| 3M | +2.6% | +16.4% | -13.7% | -6.2% |
| 6M | -3.3% | +23.5% | -26.8% | -16.1% |
| YTD | +29.2% | +35.7% | -6.4% | +4.1% |
| 1Y | +18.0% | +30.2% | -12.1% | -3.3% |
| 3Y | +30.0% | +49.7% | -19.7% | -6.5% |
| 5Y | +92.7% | +56.6% | +36.1% | +30.7% |
| All | +210.4% | +177.5% | +32.9% | +94.5% |
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