+0.9%
MDT vs CPRT
-34.0%
+34.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.8% | +8.2% | -5.5% | +0.9% |
| 3M | +13.1% | +2.3% | +10.8% | +11.6% |
| 6M | +2.3% | -14.7% | +17.1% | +2.7% |
| YTD | -2.7% | -18.2% | +15.5% | -2.0% |
| 1Y | +0.9% | -33.4% | +34.2% | +4.7% |
| All | +0.9% | -34.0% | +34.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling