+351.4%
MTB vs CPAY
+1,524.4%
-1,172.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.1% | -2.5% | +3.5% | +2.2% |
| 30D | -4.6% | +1.3% | -5.9% | -5.3% |
| 3M | +6.3% | +13.5% | -7.2% | -0.2% |
| 6M | +15.6% | +24.7% | -9.1% | +2.9% |
| YTD | +20.6% | +34.9% | -14.4% | +2.2% |
| 1Y | +22.5% | +29.7% | -7.2% | +5.2% |
| 3Y | +114.4% | +49.4% | +65.0% | +68.3% |
| 5Y | +101.9% | +53.5% | +48.4% | +52.9% |
| 10Y | +170.4% | +152.5% | +18.0% | +70.2% |
| All | +351.4% | +1,524.4% | -1,172.9% | +57.8% |
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