+3,585.6%
MCD vs CPRT
+22,620.0%
-19,034.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +7.1% | +6.0% | +1.1% | +6.3% |
| 30D | +19.8% | +20.0% | -0.3% | +16.7% |
| 3M | +0.8% | +10.1% | -9.3% | -0.8% |
| 6M | -1.3% | -4.3% | +3.0% | -1.0% |
| YTD | -7.8% | -18.4% | +10.6% | -5.6% |
| 1Y | -5.0% | -20.1% | +15.1% | -2.5% |
| 3Y | +10.5% | -30.4% | +41.0% | +14.8% |
| 5Y | +22.0% | -17.0% | +38.9% | +22.6% |
| 10Y | +216.7% | +403.2% | -186.6% | +154.4% |
| All | +3,585.6% | +22,620.0% | -19,034.4% | +2,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling