-5.7%
CPRT vs MLM
+41.9%
-47.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.6% |
| 30D | +16.6% | -6.8% | +23.5% | +20.6% |
| 3M | +9.6% | -11.2% | +20.8% | +16.0% |
| 6M | -11.1% | -21.8% | +10.7% | -0.2% |
| YTD | -13.9% | -17.0% | +3.1% | -6.9% |
| 1Y | -32.5% | -16.4% | -16.2% | -27.6% |
| 3Y | -25.0% | +14.5% | -39.5% | -34.1% |
| All | -5.7% | +41.9% | -47.6% | -28.2% |
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