+1,120.5%
MPC vs CPAY
+155.3%
+965.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | +17.0% | +0.6% | +16.4% | +16.4% |
| 3M | +49.5% | +17.0% | +32.4% | +36.3% |
| 6M | +83.5% | +24.1% | +59.4% | +59.2% |
| YTD | +144.1% | +35.7% | +108.4% | +97.6% |
| 1Y | +119.6% | +34.0% | +85.6% | +77.4% |
| 3Y | +168.1% | +50.3% | +117.8% | +93.5% |
| 5Y | +671.3% | +56.7% | +614.7% | +419.9% |
| All | +1,120.5% | +155.3% | +965.2% | +562.3% |
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