+3,321.4%
MDT vs CPRT
+22,776.4%
-19,455.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +10.5% | +21.5% | -11.0% | +7.3% |
| 3M | +13.0% | +9.4% | +3.6% | +11.2% |
| 6M | +38.7% | -3.3% | +42.0% | +38.9% |
| YTD | +8.5% | -17.8% | +26.3% | +11.2% |
| 1Y | +10.0% | -22.2% | +32.2% | +13.7% |
| 3Y | +58.6% | -34.0% | +92.6% | +67.0% |
| 5Y | -0.3% | -15.4% | +15.2% | +0.3% |
| 10Y | +61.3% | +376.0% | -314.7% | +29.1% |
| All | +3,321.4% | +22,776.4% | -19,455.0% | +1,770.8% |
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