+302.4%
MXL vs CPAY
+155.2%
+147.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -2.0% | +20.8% | +20.2% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | -8.0% | +16.4% | -24.4% | -19.2% |
| 6M | +341.2% | +23.5% | +317.7% | +269.3% |
| YTD | +327.8% | +35.7% | +292.2% | +230.2% |
| 1Y | +364.9% | +30.2% | +334.7% | +267.0% |
| 3Y | +229.2% | +49.7% | +179.5% | +137.3% |
| 5Y | +42.8% | +56.6% | -13.8% | -0.9% |
| All | +302.4% | +155.2% | +147.3% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling