-9.8%
CPRT vs MTZ
+162.0%
-171.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.4% | +2.3% | -2.7% | -0.7% |
| 30D | +8.2% | -10.3% | +18.5% | +9.6% |
| 3M | +2.3% | -31.8% | +34.1% | +5.9% |
| 6M | -14.7% | -19.2% | +4.4% | -15.0% |
| YTD | -18.2% | +10.7% | -28.9% | -23.5% |
| 1Y | -33.4% | +37.5% | -70.9% | -40.8% |
| 3Y | -28.3% | +162.4% | -190.7% | -46.2% |
| 5Y | -9.8% | +166.3% | -176.2% | -36.1% |
| All | -9.8% | +162.0% | -171.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling