+361.5%
CPRT vs MTZ
+420.7%
-59.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -0.4% | +5.0% | -5.4% | -1.4% |
| 30D | +21.2% | -6.0% | +27.2% | +21.6% |
| 3M | +8.3% | -36.1% | +44.4% | +16.6% |
| 6M | -3.4% | -56.9% | +53.5% | +10.4% |
| YTD | -18.7% | -15.9% | -2.8% | -21.0% |
| 1Y | -23.5% | -3.8% | -19.7% | -28.2% |
| 3Y | -34.2% | +272.3% | -306.4% | -57.9% |
| 5Y | -18.2% | +91.1% | -109.3% | -40.3% |
| All | +361.5% | +420.7% | -59.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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