+166.3%
MTZ vs CPAY
+54.3%
+112.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +2.3% | -2.5% | +4.7% | +3.3% |
| 30D | -10.3% | +1.3% | -11.6% | -11.0% |
| 3M | -31.8% | +13.5% | -45.3% | -36.1% |
| 6M | -19.2% | +24.7% | -43.9% | -28.6% |
| YTD | +10.7% | +34.9% | -24.2% | -7.7% |
| 1Y | +37.5% | +29.7% | +7.8% | +16.3% |
| 3Y | +162.4% | +49.4% | +113.0% | +101.1% |
| 5Y | +166.3% | +53.5% | +112.9% | +87.9% |
| All | +166.3% | +54.3% | +112.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling