+51.2%
MMM vs CPAY
+155.3%
-104.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.2% | -2.7% | -0.6% | -2.4% |
| 30D | -10.7% | +0.6% | -11.2% | -11.0% |
| 3M | +4.3% | +17.0% | -12.8% | -1.5% |
| 6M | +5.9% | +24.1% | -18.2% | -2.5% |
| YTD | +3.2% | +35.7% | -32.6% | -8.7% |
| 1Y | +8.0% | +34.0% | -26.0% | -4.4% |
| 3Y | +99.1% | +50.3% | +48.8% | +67.7% |
| 5Y | +25.7% | +56.7% | -30.9% | +2.2% |
| All | +51.2% | +155.3% | -104.2% | +7.0% |
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