+374.9%
CPRT vs MRSH
+218.8%
+156.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -11.2% | -4.8% | -6.4% | -8.4% |
| 30D | +3.3% | -6.3% | +9.6% | +7.6% |
| 3M | -3.6% | +5.8% | -9.4% | -7.1% |
| 6M | -15.8% | +2.8% | -18.5% | -17.8% |
| YTD | -23.5% | -3.1% | -20.4% | -22.8% |
| 1Y | -38.8% | -11.3% | -27.5% | -34.9% |
| 3Y | -33.4% | -5.0% | -28.5% | -33.6% |
| 5Y | -16.4% | +19.2% | -35.5% | -28.9% |
| All | +374.9% | +218.8% | +156.1% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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