+4.4%
MCHP vs CPRT
-8.8%
+13.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | -9.8% | +8.2% | -18.0% | -14.7% |
| 3M | -19.7% | +2.3% | -22.0% | -22.7% |
| 6M | +13.6% | -14.7% | +28.3% | +23.8% |
| YTD | +16.5% | -18.2% | +34.7% | +29.8% |
| 1Y | +15.7% | -33.4% | +49.1% | +51.0% |
| 3Y | 0.0% | -28.3% | +28.3% | +18.4% |
| 5Y | +4.4% | -9.8% | +14.2% | -4.0% |
| All | +4.4% | -8.8% | +13.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling