+258.1%
CPRT vs MDB
+978.8%
-720.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.1% | -2.8% |
| 7D | +0.4% | -18.0% | +18.4% | +3.5% |
| 30D | +9.9% | -10.7% | +20.6% | +11.5% |
| 3M | +5.6% | +1.0% | +4.7% | +4.5% |
| 6M | -13.6% | +31.6% | -45.2% | -19.2% |
| YTD | -16.7% | -15.2% | -1.6% | -17.0% |
| 1Y | -33.1% | +10.1% | -43.2% | -36.7% |
| 3Y | -27.1% | -5.6% | -21.4% | -33.4% |
| 5Y | -9.9% | -24.5% | +14.7% | -21.7% |
| All | +258.1% | +978.8% | -720.6% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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