+737.1%
MTZ vs CPAY
+155.3%
+581.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | 0.0% | -2.7% | +2.6% | +1.2% |
| 30D | -14.8% | +0.6% | -15.4% | -15.3% |
| 3M | -30.8% | +17.0% | -47.8% | -36.7% |
| 6M | -22.6% | +24.1% | -46.8% | -32.5% |
| YTD | +6.8% | +35.7% | -28.9% | -12.5% |
| 1Y | +22.1% | +34.0% | -11.9% | -0.1% |
| 3Y | +153.1% | +50.3% | +102.8% | +90.9% |
| 5Y | +161.4% | +56.7% | +104.8% | +87.5% |
| All | +737.1% | +155.3% | +581.7% | +372.5% |
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