+22,034.1%
CPRT vs MTZ
+5,829.8%
+16,204.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +16.6% | -11.1% | +27.7% | +18.4% |
| 3M | +9.6% | -36.7% | +46.3% | +15.0% |
| 6M | -11.1% | -21.9% | +10.8% | -9.8% |
| YTD | -13.9% | +9.1% | -23.0% | -16.8% |
| 1Y | -32.5% | +30.0% | -62.5% | -36.7% |
| 3Y | -25.0% | +138.5% | -163.5% | -37.0% |
| 5Y | -7.4% | +158.3% | -165.7% | -24.1% |
| 10Y | +422.0% | +700.8% | -278.8% | +254.0% |
| All | +22,034.1% | +5,829.8% | +16,204.4% | +9,422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling