+1,604.0%
MTZ vs CPAY
+1,565.5%
+38.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | -1.6% | +2.1% | -3.7% | -2.7% |
| 30D | -11.1% | +5.5% | -16.6% | -13.8% |
| 3M | -36.7% | +16.6% | -53.3% | -42.2% |
| 6M | -21.9% | +26.7% | -48.6% | -32.9% |
| YTD | +9.1% | +38.4% | -29.2% | -12.0% |
| 1Y | +30.0% | +30.1% | -0.2% | +7.2% |
| 3Y | +138.5% | +52.6% | +85.9% | +76.9% |
| 5Y | +158.3% | +59.0% | +99.4% | +82.5% |
| 10Y | +700.8% | +148.4% | +552.4% | +320.7% |
| All | +1,604.0% | +1,565.5% | +38.5% | +250.4% |
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 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