+560.4%
MXL vs CPAY
+1,533.9%
-973.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.4% |
| 7D | +16.6% | -2.7% | +19.3% | +18.3% |
| 30D | +0.5% | +0.6% | -0.1% | -0.1% |
| 3M | -3.6% | +17.0% | -20.7% | -14.6% |
| 6M | +328.0% | +24.1% | +303.9% | +263.4% |
| YTD | +297.8% | +35.7% | +262.1% | +215.2% |
| 1Y | +339.4% | +34.0% | +305.4% | +249.0% |
| 3Y | +201.7% | +50.3% | +151.5% | +125.8% |
| 5Y | +32.8% | +56.7% | -23.9% | -3.3% |
| 10Y | +274.8% | +153.9% | +120.9% | +111.0% |
| All | +560.4% | +1,533.9% | -973.5% | +64.3% |
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