+387.6%
CPRT vs MTZ
+743.7%
-356.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.3% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | +4.6% | -14.8% | +19.4% | +7.7% |
| 3M | -1.9% | -30.8% | +28.9% | +3.1% |
| 6M | -15.3% | -22.6% | +7.3% | -13.9% |
| YTD | -21.5% | +6.8% | -28.3% | -26.3% |
| 1Y | -36.6% | +22.1% | -58.8% | -42.7% |
| 3Y | -31.2% | +153.1% | -184.3% | -50.3% |
| 5Y | -14.1% | +161.4% | -175.6% | -40.6% |
| All | +387.6% | +743.7% | -356.1% | +133.0% |
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