-23.4%
CPRT vs MDLN
-7.1%
-16.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -11.2% | -11.1% | -0.1% | -9.8% |
| 30D | +3.3% | -8.4% | +11.7% | +4.6% |
| 3M | -3.6% | -12.4% | +8.8% | -1.5% |
| 6M | -15.8% | -23.3% | +7.5% | -13.9% |
| YTD | -23.5% | -22.5% | -1.0% | -22.0% |
| All | -23.4% | -7.1% | -16.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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