+7,004.6%
MCK vs CPRT
+17,855.5%
-10,850.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +1.4% | +8.2% | -6.8% | 0.0% |
| 3M | +13.8% | +2.3% | +11.5% | +13.1% |
| 6M | -5.2% | -14.7% | +9.6% | -3.1% |
| YTD | +9.0% | -18.2% | +27.2% | +11.9% |
| 1Y | +26.9% | -33.4% | +60.2% | +34.3% |
| 3Y | +114.7% | -28.3% | +143.1% | +123.1% |
| 5Y | +347.1% | -9.8% | +356.9% | +343.2% |
| 10Y | +446.4% | +412.4% | +34.0% | +316.5% |
| All | +7,004.6% | +17,855.5% | -10,850.9% | +3,570.8% |
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 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