+398.0%
MTZ vs CPAY
+219.9%
+178.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.9% |
| 7D | +5.0% | +1.6% | +3.4% | +4.2% |
| 30D | -6.0% | +17.6% | -23.6% | -13.7% |
| 3M | -36.1% | +8.7% | -44.8% | -39.2% |
| 6M | -56.9% | +39.5% | -96.4% | -64.3% |
| YTD | -15.9% | +53.6% | -69.5% | -35.7% |
| 1Y | -3.8% | +63.3% | -67.1% | -29.0% |
| 3Y | +272.3% | +101.7% | +170.5% | +138.0% |
| 5Y | +91.1% | +91.4% | -0.3% | +22.6% |
| All | +398.0% | +219.9% | +178.2% | +155.7% |
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