-35.5%
MCHP vs CPRT
-4.1%
-31.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.8% |
| 7D | +5.7% | -0.4% | +6.1% | +5.6% |
| 30D | -13.4% | +21.2% | -34.6% | -8.7% |
| 3M | -20.1% | +8.3% | -28.4% | -17.7% |
| 6M | -35.5% | -3.4% | -32.1% | -38.3% |
| All | -35.5% | -4.1% | -31.4% | -38.3% |
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