+40.6%
MDT vs CPRT
+410.9%
-370.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.8% | +8.2% | -5.5% | -0.3% |
| 3M | +13.1% | +2.3% | +10.8% | +11.6% |
| 6M | +2.3% | -14.7% | +17.1% | +7.3% |
| YTD | -2.7% | -18.2% | +15.5% | +3.1% |
| 1Y | +0.9% | -33.4% | +34.2% | +14.8% |
| 3Y | +26.8% | -28.3% | +55.2% | +36.9% |
| 5Y | -19.5% | -9.8% | -9.6% | -22.6% |
| 10Y | +40.6% | +412.4% | -371.8% | -30.3% |
| All | +40.6% | +410.9% | -370.4% | -30.3% |
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 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