+120.9%
MPC vs CPAY
+29.9%
+91.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +5.4% | +2.1% | +3.4% | +5.2% |
| 30D | +31.0% | +5.5% | +25.4% | +30.4% |
| 3M | +46.0% | +16.6% | +29.5% | +44.3% |
| 6M | +77.3% | +26.7% | +50.6% | +74.5% |
| YTD | +141.9% | +38.4% | +103.5% | +134.8% |
| 1Y | +120.9% | +30.1% | +90.8% | +118.2% |
| All | +120.9% | +29.9% | +91.0% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling