+171.7%
MPC vs CPAY
+49.5%
+122.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.0% |
| 7D | +3.9% | +0.6% | +3.3% | +3.6% |
| 30D | +33.8% | +3.6% | +30.2% | +32.3% |
| 3M | +49.9% | +16.6% | +33.2% | +42.4% |
| 6M | +80.9% | +29.5% | +51.5% | +64.5% |
| YTD | +147.4% | +35.3% | +112.2% | +119.0% |
| 1Y | +123.2% | +30.6% | +92.6% | +99.6% |
| 3Y | +171.7% | +49.7% | +122.0% | +125.4% |
| All | +171.7% | +49.5% | +122.2% | +125.4% |
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