-17.1%
CPRT vs MTSI
+183.3%
-200.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -2.9% |
| 7D | +6.0% | -10.0% | +16.0% | +7.0% |
| 30D | +20.0% | -37.2% | +57.2% | +26.6% |
| 3M | +10.1% | -30.1% | +40.2% | +13.4% |
| 6M | -4.3% | -31.9% | +27.6% | -3.5% |
| YTD | -18.4% | +23.2% | -41.6% | -30.0% |
| 1Y | -20.1% | +26.4% | -46.5% | -32.2% |
| 3Y | -30.4% | +186.2% | -216.6% | -58.9% |
| All | -17.1% | +183.3% | -200.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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