-37.1%
CPRT vs MXL
+333.4%
-370.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -4.1% |
| 7D | -8.4% | +16.6% | -25.1% | -7.8% |
| 30D | +4.6% | +0.5% | +4.1% | +4.8% |
| 3M | -1.9% | -3.6% | +1.7% | -1.9% |
| 6M | -15.3% | +328.0% | -343.3% | -16.1% |
| YTD | -21.5% | +297.8% | -319.3% | -22.1% |
| All | -37.1% | +333.4% | -370.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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