+211.7%
MCD vs CPRT
+398.2%
-186.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +7.1% | +6.0% | +1.1% | +5.3% |
| 30D | +19.8% | +20.0% | -0.3% | +13.5% |
| 3M | +0.8% | +10.1% | -9.3% | -2.6% |
| 6M | -1.3% | -4.3% | +3.0% | -0.9% |
| YTD | -7.8% | -18.4% | +10.6% | -3.3% |
| 1Y | -5.0% | -20.1% | +15.1% | +0.2% |
| 3Y | +10.5% | -30.4% | +41.0% | +18.7% |
| 5Y | +22.0% | -17.0% | +38.9% | +20.7% |
| All | +211.7% | +398.2% | -186.6% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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