+392.8%
CPRT vs MLM
+185.4%
+207.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +6.0% | -4.1% | +10.2% | +7.9% |
| 30D | +20.0% | +8.2% | +11.9% | +16.2% |
| 3M | +10.1% | -3.6% | +13.7% | +11.6% |
| 6M | -4.3% | -15.6% | +11.2% | +2.1% |
| YTD | -18.4% | -16.4% | -2.0% | -13.1% |
| 1Y | -20.1% | -14.3% | -5.7% | -15.9% |
| 3Y | -30.4% | +19.3% | -49.7% | -37.0% |
| 5Y | -17.0% | +29.6% | -46.6% | -28.5% |
| All | +392.8% | +185.4% | +207.4% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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