+211.3%
MCD vs CPRT
+399.1%
-187.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | +5.9% | +1.6% | +4.3% | +5.5% |
| 30D | +19.6% | +18.8% | +0.9% | +13.7% |
| 3M | +3.3% | +9.4% | -6.1% | 0.0% |
| 6M | +3.5% | -4.4% | +7.9% | +4.0% |
| YTD | -6.1% | -17.1% | +11.0% | -2.0% |
| 1Y | -3.7% | -19.9% | +16.2% | +1.5% |
| 3Y | +13.4% | -30.5% | +43.9% | +21.8% |
| 5Y | +25.2% | -15.9% | +41.1% | +23.4% |
| 10Y | +211.3% | +386.7% | -175.4% | +95.6% |
| All | +211.3% | +399.1% | -187.9% | +95.6% |
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