+550.4%
MLM vs CPAY
+1,720.6%
-1,170.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.5% |
| 7D | -4.1% | +13.5% | -17.6% | -9.0% |
| 30D | +8.2% | +13.1% | -4.9% | +2.9% |
| 3M | -3.6% | +14.3% | -17.9% | -8.8% |
| 6M | -15.6% | +49.0% | -64.6% | -28.6% |
| YTD | -16.4% | +51.3% | -67.7% | -30.6% |
| 1Y | -14.3% | +63.7% | -78.1% | -31.2% |
| 3Y | +19.3% | +95.0% | -75.7% | -14.0% |
| 5Y | +29.6% | +86.0% | -56.4% | -6.2% |
| 10Y | +189.9% | +203.3% | -13.4% | +68.0% |
| All | +550.4% | +1,720.6% | -1,170.2% | +113.9% |
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