+264.6%
MP vs CPAY
+74.8%
+189.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | -3.6% | +13.1% | -16.7% | -9.8% |
| 30D | -21.0% | +15.5% | -36.5% | -26.9% |
| 3M | -33.3% | +14.7% | -48.0% | -38.1% |
| 6M | -45.9% | +33.6% | -79.5% | -54.4% |
| YTD | -27.8% | +52.7% | -80.6% | -45.2% |
| 1Y | -43.2% | +63.5% | -106.7% | -58.8% |
| 3Y | +144.0% | +98.8% | +45.2% | +37.6% |
| 5Y | -6.1% | +88.6% | -94.7% | -45.5% |
| All | +264.6% | +74.8% | +189.8% | +127.1% |
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 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