+310.6%
MMM vs CPAY
+1,748.9%
-1,438.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.4% |
| 7D | -0.4% | +1.6% | -1.9% | -0.9% |
| 30D | +12.1% | +17.6% | -5.5% | +6.4% |
| 3M | +1.4% | +8.7% | -7.3% | -1.5% |
| 6M | +26.6% | +39.5% | -13.0% | +13.2% |
| YTD | +16.8% | +53.6% | -36.8% | 0.0% |
| 1Y | +10.1% | +63.3% | -53.2% | -7.7% |
| 3Y | +158.4% | +101.7% | +56.7% | +100.6% |
| 5Y | +43.1% | +91.4% | -48.3% | +11.0% |
| 10Y | +74.2% | +221.7% | -147.5% | +13.0% |
| All | +310.6% | +1,748.9% | -1,438.3% | +56.5% |
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