+200.6%
MLM vs CPAY
+155.3%
+45.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | -9.1% | +0.6% | -9.7% | -9.4% |
| 3M | -9.0% | +17.0% | -26.0% | -14.7% |
| 6M | -17.0% | +24.1% | -41.2% | -24.6% |
| YTD | -19.0% | +35.7% | -54.7% | -29.6% |
| 1Y | -18.1% | +34.0% | -52.1% | -28.8% |
| 3Y | +16.7% | +50.3% | -33.6% | -6.8% |
| 5Y | +40.2% | +56.7% | -16.4% | +7.5% |
| All | +200.6% | +155.3% | +45.3% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling