+13,063.0%
MU vs CPAY
+1,565.5%
+11,497.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.5% |
| 7D | +9.0% | +2.1% | +6.9% | +7.7% |
| 30D | +13.8% | +5.5% | +8.3% | +10.4% |
| 3M | +2.1% | +16.6% | -14.5% | -7.7% |
| 6M | +153.8% | +26.7% | +127.1% | +117.3% |
| YTD | +256.4% | +38.4% | +218.0% | +183.6% |
| 1Y | +719.8% | +30.1% | +689.6% | +569.3% |
| 3Y | +1,360.4% | +52.6% | +1,307.8% | +979.2% |
| 5Y | +1,312.4% | +59.0% | +1,253.5% | +898.7% |
| 10Y | +6,142.6% | +148.4% | +5,994.2% | +3,125.2% |
| All | +13,063.0% | +1,565.5% | +11,497.5% | +2,853.3% |
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