+1,094.5%
MPC vs CPAY
+215.7%
+878.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | -8.8% | +13.1% | -21.9% | -15.1% |
| 30D | -14.4% | +15.5% | -29.9% | -21.3% |
| 3M | +21.9% | +14.7% | +7.3% | +12.3% |
| 6M | +60.1% | +33.6% | +26.5% | +34.3% |
| YTD | +142.3% | +52.7% | +89.6% | +82.3% |
| 1Y | +101.7% | +63.5% | +38.2% | +45.1% |
| 3Y | +184.8% | +98.8% | +86.0% | +72.3% |
| 5Y | +564.6% | +88.6% | +476.0% | +296.7% |
| All | +1,094.5% | +215.7% | +878.8% | +489.6% |
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