-32.1%
MKC vs CPAY
+49.1%
-81.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.5% | -2.0% | +0.5% | -1.2% |
| 30D | -3.1% | -0.4% | -2.8% | -3.1% |
| 3M | +5.2% | +16.4% | -11.2% | +2.9% |
| 6M | -12.8% | +23.5% | -36.3% | -15.5% |
| YTD | -23.3% | +35.7% | -58.9% | -27.3% |
| 1Y | -24.1% | +30.2% | -54.3% | -27.6% |
| 3Y | -32.1% | +49.7% | -81.8% | -38.8% |
| All | -32.1% | +49.1% | -81.2% | -38.8% |
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 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