+3,605.9%
MCD vs CPRT
+22,996.9%
-19,391.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +8.0% | +9.9% | -1.9% | +6.6% |
| 30D | +19.6% | +21.1% | -1.5% | +16.4% |
| 3M | +2.2% | +12.3% | -10.2% | +0.3% |
| 6M | -1.1% | -2.0% | +0.9% | -1.2% |
| YTD | -7.2% | -17.0% | +9.8% | -5.3% |
| 1Y | -6.7% | -22.5% | +15.8% | -3.9% |
| 3Y | +11.6% | -29.3% | +40.9% | +15.6% |
| 5Y | +22.6% | -15.6% | +38.2% | +23.0% |
| 10Y | +218.4% | +411.6% | -193.2% | +155.2% |
| All | +3,605.9% | +22,996.9% | -19,391.0% | +2,040.4% |
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 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