-23.5%
CPRT vs MTZ
-7.9%
-15.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.7% |
| 7D | -0.4% | +5.0% | -5.4% | +0.3% |
| 30D | +21.2% | -6.0% | +27.2% | +20.6% |
| 3M | +8.3% | -36.1% | +44.4% | +3.1% |
| 6M | -3.4% | -56.9% | +53.5% | -12.1% |
| YTD | -18.7% | -15.9% | -2.8% | -20.3% |
| 1Y | -23.5% | -3.8% | -19.7% | -23.1% |
| All | -23.5% | -7.9% | -15.6% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling