+427.0%
MCK vs CPRT
+380.0%
+47.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | -2.9% | -11.2% | +8.3% | 0.0% |
| 30D | +0.4% | +3.3% | -2.9% | -0.8% |
| 3M | +12.1% | -3.6% | +15.7% | +12.5% |
| 6M | -5.4% | -15.8% | +10.3% | -1.9% |
| YTD | +7.8% | -23.5% | +31.3% | +14.4% |
| 1Y | +22.9% | -38.8% | +61.7% | +38.3% |
| 3Y | +110.7% | -33.4% | +144.2% | +127.4% |
| 5Y | +346.2% | -16.4% | +362.5% | +340.6% |
| All | +427.0% | +380.0% | +47.1% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling