+110.7%
MCK vs CPRT
-33.2%
+144.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | -2.9% | -11.2% | +8.3% | -1.2% |
| 30D | +0.4% | +3.3% | -2.9% | -0.4% |
| 3M | +12.1% | -3.6% | +15.7% | +12.1% |
| 6M | -5.4% | -15.8% | +10.3% | -3.7% |
| YTD | +7.8% | -23.5% | +31.3% | +11.0% |
| 1Y | +22.9% | -38.8% | +61.7% | +31.0% |
| 3Y | +110.7% | -33.4% | +144.2% | +125.8% |
| All | +110.7% | -33.2% | +144.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling