+13.3%
MCD vs CPRT
-32.3%
+45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +7.3% | +4.0% | +3.3% | +6.6% |
| 30D | +20.0% | +18.2% | +1.7% | +16.8% |
| 3M | +3.8% | +9.2% | -5.3% | +2.0% |
| 6M | +3.8% | -4.8% | +8.6% | +3.4% |
| YTD | -5.9% | -17.5% | +11.6% | -4.9% |
| 1Y | -3.2% | -22.0% | +18.8% | -1.4% |
| 3Y | +13.3% | -33.7% | +47.0% | +15.2% |
| All | +13.3% | -32.3% | +45.6% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling