+251.0%
CPRT vs MDB
+848.0%
-597.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.1% |
| 7D | +6.0% | -11.4% | +17.4% | +7.9% |
| 30D | +20.0% | -13.8% | +33.9% | +22.2% |
| 3M | +10.1% | -15.5% | +25.6% | +11.3% |
| 6M | -4.3% | +17.9% | -22.2% | -9.7% |
| YTD | -18.4% | -25.5% | +7.1% | -17.8% |
| 1Y | -20.1% | -12.1% | -8.0% | -22.2% |
| 3Y | -30.4% | -5.9% | -24.5% | -37.3% |
| 5Y | -17.0% | -43.7% | +26.7% | -24.8% |
| All | +251.0% | +848.0% | -597.0% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling