+275.2%
MMM vs CPAY
+1,565.5%
-1,290.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.3% | +2.1% | -5.4% | -4.0% |
| 30D | -7.0% | +5.5% | -12.6% | -8.7% |
| 3M | +10.8% | +16.6% | -5.8% | +5.2% |
| 6M | +5.8% | +26.7% | -20.9% | -2.8% |
| YTD | +6.8% | +38.4% | -31.6% | -5.3% |
| 1Y | +10.4% | +30.1% | -19.8% | -0.6% |
| 3Y | +104.7% | +52.6% | +52.1% | +73.5% |
| 5Y | +23.6% | +59.0% | -35.4% | +1.5% |
| 10Y | +54.1% | +148.4% | -94.3% | +7.4% |
| All | +275.2% | +1,565.5% | -1,290.3% | +48.1% |
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 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