+6,804.9%
MCHP vs CPRT
+23,878.7%
-17,073.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.7% | +2.2% | -0.5% | +1.0% |
| 30D | -4.1% | +16.6% | -20.7% | -8.5% |
| 3M | -22.5% | +9.6% | -32.1% | -25.4% |
| 6M | +7.3% | -11.1% | +18.4% | +9.6% |
| YTD | +18.4% | -13.9% | +32.3% | +21.8% |
| 1Y | +18.1% | -32.5% | +50.7% | +30.4% |
| 3Y | -2.8% | -25.0% | +22.2% | +4.4% |
| 5Y | +5.5% | -7.4% | +12.9% | +7.3% |
| 10Y | +185.8% | +422.0% | -236.2% | +95.8% |
| All | +6,804.9% | +23,878.7% | -17,073.8% | +2,048.1% |
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