+168.3%
MTZ vs CPAY
+49.5%
+118.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -9.6% | +3.6% | -13.2% | -11.0% |
| 3M | -31.9% | +16.6% | -48.6% | -36.1% |
| 6M | -13.8% | +29.5% | -43.3% | -23.5% |
| YTD | +13.3% | +35.3% | -22.0% | -3.3% |
| 1Y | +39.3% | +30.6% | +8.6% | +20.6% |
| 3Y | +168.3% | +49.7% | +118.6% | +112.4% |
| All | +168.3% | +49.5% | +118.9% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling