-33.1%
CPRT vs MDB
+9.1%
-42.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.1% | -3.1% |
| 7D | +0.4% | -18.0% | +18.4% | +1.6% |
| 30D | +9.9% | -10.7% | +20.6% | +10.5% |
| 3M | +5.6% | +1.0% | +4.7% | +5.3% |
| 6M | -13.6% | +31.6% | -45.2% | -16.1% |
| YTD | -16.7% | -15.2% | -1.6% | -18.0% |
| 1Y | -33.1% | +10.1% | -43.2% | -33.9% |
| All | -33.1% | +9.1% | -42.2% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling