+21.9%
MTB vs CPAY
+29.9%
-8.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.7% | +2.1% | -0.4% | +1.3% |
| 30D | -4.2% | +5.5% | -9.7% | -5.2% |
| 3M | +8.9% | +16.6% | -7.7% | +5.7% |
| 6M | +10.9% | +26.7% | -15.8% | +5.8% |
| YTD | +21.5% | +38.4% | -16.9% | +13.4% |
| 1Y | +21.9% | +30.1% | -8.2% | +15.0% |
| All | +21.9% | +29.9% | -8.0% | +15.0% |
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 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