+287.6%
MP vs CPRT
+51.8%
+235.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +9.5% | -0.4% | +9.8% | +9.7% |
| 30D | -3.0% | +21.2% | -24.1% | -12.2% |
| 3M | -30.4% | +8.3% | -38.7% | -34.0% |
| 6M | -39.2% | -3.4% | -35.8% | -39.8% |
| YTD | -23.3% | -18.7% | -4.6% | -16.9% |
| 1Y | -32.6% | -23.5% | -9.1% | -24.5% |
| 3Y | +159.3% | -34.2% | +193.4% | +204.6% |
| 5Y | -16.4% | -18.2% | +1.8% | -22.5% |
| All | +287.6% | +51.8% | +235.8% | +143.1% |
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