-1.3%
MCD vs CPRT
-3.2%
+1.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +7.1% | +6.0% | +1.1% | +5.5% |
| 30D | +19.8% | +20.0% | -0.3% | +14.7% |
| 3M | +0.8% | +10.1% | -9.3% | -2.7% |
| 6M | -1.3% | -4.3% | +3.0% | -2.8% |
| All | -1.3% | -3.2% | +1.9% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling