+254.1%
MP vs CPRT
+52.4%
+201.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +5.7% |
| 7D | -10.5% | +6.0% | -16.6% | -13.4% |
| 30D | -23.5% | +20.0% | -43.6% | -30.5% |
| 3M | -25.4% | +10.1% | -35.6% | -29.9% |
| 6M | -51.3% | -4.3% | -46.9% | -51.5% |
| YTD | -29.9% | -18.4% | -11.5% | -24.3% |
| 1Y | -31.8% | -20.1% | -11.8% | -25.5% |
| 3Y | +127.0% | -30.4% | +157.4% | +155.1% |
| 5Y | -3.3% | -17.0% | +13.7% | -10.9% |
| All | +254.1% | +52.4% | +201.7% | +121.7% |
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 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