+140.5%
MLM vs CPAY
+215.6%
-75.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -2.0% | +2.0% | -4.0% | -2.8% |
| 30D | +9.5% | +14.3% | -4.7% | +3.7% |
| 3M | -4.7% | +11.3% | -16.0% | -9.0% |
| 6M | -10.7% | +34.8% | -45.5% | -21.2% |
| YTD | -16.6% | +51.5% | -68.1% | -30.9% |
| 1Y | -15.4% | +59.0% | -74.4% | -31.4% |
| 3Y | +15.9% | +97.2% | -81.3% | -17.9% |
| 5Y | +27.1% | +88.8% | -61.7% | -9.9% |
| All | +140.5% | +215.6% | -75.1% | +53.3% |
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