+1,213.1%
MTZ vs CPAY
+1,748.9%
-535.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | -36.1% | +8.7% | -44.8% | -39.4% |
| 6M | -56.9% | +39.5% | -96.4% | -64.6% |
| YTD | -15.9% | +53.6% | -69.5% | -36.3% |
| 1Y | -3.8% | +63.3% | -67.1% | -29.6% |
| 3Y | +272.3% | +101.7% | +170.5% | +136.0% |
| 5Y | +91.1% | +91.4% | -0.3% | +21.7% |
| 10Y | +426.0% | +221.7% | +204.3% | +140.0% |
| All | +1,213.1% | +1,748.9% | -535.8% | +154.0% |
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