+43.4%
MMM vs CPAY
+89.5%
-46.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.5% |
| 7D | -0.4% | +1.6% | -1.9% | -1.0% |
| 30D | +12.1% | +17.6% | -5.5% | +5.5% |
| 3M | +1.4% | +8.7% | -7.3% | -1.9% |
| 6M | +26.6% | +39.5% | -13.0% | +10.9% |
| YTD | +16.8% | +53.6% | -36.8% | -3.2% |
| 1Y | +10.1% | +63.3% | -53.2% | -11.2% |
| 3Y | +158.4% | +101.7% | +56.7% | +87.7% |
| All | +43.4% | +89.5% | -46.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling