+26.9%
MMM vs CPAY
+55.3%
-28.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.1% | -2.0% | -0.2% | -1.4% |
| 30D | -9.8% | -0.4% | -9.5% | -9.8% |
| 3M | +4.9% | +16.4% | -11.4% | -1.3% |
| 6M | +7.3% | +23.5% | -16.2% | -1.9% |
| YTD | +4.5% | +35.7% | -31.2% | -9.0% |
| 1Y | +5.4% | +30.2% | -24.8% | -7.1% |
| 3Y | +98.6% | +49.7% | +48.9% | +62.6% |
| All | +26.9% | +55.3% | -28.4% | -1.9% |
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 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