+281.4%
CPRT vs MGY
+210.4%
+71.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -11.2% | +3.5% | -14.7% | -11.7% |
| 30D | +3.3% | +5.3% | -2.0% | +2.5% |
| 3M | -3.6% | +2.6% | -6.2% | -4.2% |
| 6M | -15.8% | -3.3% | -12.5% | -15.8% |
| YTD | -23.5% | +29.2% | -52.7% | -27.0% |
| 1Y | -38.8% | +18.0% | -56.8% | -40.8% |
| 3Y | -33.4% | +30.0% | -63.5% | -37.6% |
| 5Y | -16.4% | +92.7% | -109.0% | -28.8% |
| All | +281.4% | +210.4% | +71.0% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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