-15.6%
CPRT vs MLM
+30.6%
-46.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | +2.2% |
| 7D | +9.9% | -1.2% | +11.1% | +10.6% |
| 30D | +21.1% | +7.9% | +13.2% | +16.6% |
| 3M | +12.3% | -4.5% | +16.8% | +14.6% |
| 6M | -2.0% | -12.6% | +10.6% | +4.2% |
| YTD | -17.0% | -14.9% | -2.2% | -11.5% |
| 1Y | -22.5% | -13.1% | -9.5% | -18.5% |
| 3Y | -29.3% | +21.2% | -50.5% | -40.0% |
| 5Y | -15.6% | +32.0% | -47.6% | -33.2% |
| All | -15.6% | +30.6% | -46.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling