+127.0%
MP vs CPAY
+92.3%
+34.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.6% |
| 7D | -10.5% | +13.5% | -24.0% | -12.9% |
| 30D | -23.5% | +13.1% | -36.6% | -25.5% |
| 3M | -25.4% | +14.3% | -39.7% | -27.5% |
| 6M | -51.3% | +49.0% | -100.3% | -55.8% |
| YTD | -29.9% | +51.3% | -81.2% | -37.0% |
| 1Y | -31.8% | +63.7% | -95.6% | -40.4% |
| 3Y | +127.0% | +95.0% | +32.0% | +27.2% |
| All | +127.0% | +92.3% | +34.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling