+202.0%
MKC vs CPAY
+1,524.4%
-1,322.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.3% | -2.5% | -1.8% | -3.9% |
| 30D | -3.1% | +1.3% | -4.4% | -3.3% |
| 3M | +6.8% | +13.5% | -6.7% | +4.5% |
| 6M | -18.3% | +24.7% | -43.1% | -21.6% |
| YTD | -23.1% | +34.9% | -58.0% | -27.6% |
| 1Y | -23.7% | +29.7% | -53.4% | -27.8% |
| 3Y | -31.0% | +49.4% | -80.4% | -37.2% |
| 5Y | -33.5% | +53.5% | -87.0% | -40.7% |
| 10Y | +30.3% | +152.5% | -122.2% | +3.1% |
| All | +202.0% | +1,524.4% | -1,322.4% | +68.7% |
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