+453.7%
MP vs CPAY
+54.8%
+398.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.7% |
| 7D | +3.0% | +0.6% | +2.5% | +2.7% |
| 30D | +8.3% | +3.6% | +4.7% | +6.3% |
| 3M | -3.8% | +16.6% | -20.5% | -12.3% |
| 6M | -4.9% | +29.5% | -34.4% | -19.0% |
| YTD | +9.6% | +35.3% | -25.7% | -11.1% |
| 1Y | -11.7% | +30.6% | -42.4% | -27.8% |
| 3Y | +158.5% | +49.7% | +108.8% | +76.6% |
| 5Y | +68.9% | +54.4% | +14.5% | +9.1% |
| All | +453.7% | +54.8% | +398.9% | +268.4% |
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