-34.6%
MP vs CPRT
-24.7%
-9.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.0% | -10.1% | -4.7% |
| 7D | -12.5% | +12.6% | -25.2% | -11.8% |
| 30D | -23.3% | +18.0% | -41.3% | -22.7% |
| 3M | -24.4% | +11.0% | -35.3% | -24.0% |
| 6M | -45.8% | -2.0% | -43.7% | -44.9% |
| YTD | -28.9% | -16.7% | -12.2% | -28.4% |
| 1Y | -34.6% | -23.9% | -10.7% | -29.6% |
| All | -34.6% | -24.7% | -9.9% | -29.6% |
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