+546.2%
MLM vs CPAY
+1,565.5%
-1,019.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -2.9% | +2.1% | -5.0% | -3.7% |
| 30D | -6.8% | +5.5% | -12.4% | -8.9% |
| 3M | -11.2% | +16.6% | -27.8% | -16.6% |
| 6M | -21.8% | +26.7% | -48.5% | -29.5% |
| YTD | -17.0% | +38.4% | -55.3% | -28.4% |
| 1Y | -16.4% | +30.1% | -46.5% | -26.5% |
| 3Y | +14.5% | +52.6% | -38.1% | -8.6% |
| 5Y | +41.7% | +59.0% | -17.2% | +9.1% |
| 10Y | +200.0% | +148.4% | +51.7% | +87.5% |
| All | +546.2% | +1,565.5% | -1,019.3% | +120.6% |
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