+3,298.1%
MPC vs CPAY
+1,414.5%
+1,883.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.2% |
| 7D | +9.4% | +2.0% | +7.4% | +8.3% |
| 30D | -13.4% | +14.3% | -27.7% | -19.9% |
| 3M | +18.9% | +11.3% | +7.6% | +11.3% |
| 6M | +64.9% | +34.8% | +30.1% | +38.3% |
| YTD | +156.8% | +51.5% | +105.3% | +96.0% |
| 1Y | +113.2% | +59.0% | +54.1% | +57.7% |
| 3Y | +201.8% | +97.2% | +104.6% | +89.1% |
| 5Y | +601.4% | +88.8% | +512.6% | +332.5% |
| 10Y | +1,166.0% | +217.3% | +948.6% | +504.3% |
| All | +3,298.1% | +1,414.5% | +1,883.6% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling