-31.8%
MP vs CPRT
-23.4%
-8.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +4.8% |
| 7D | -10.5% | +6.0% | -16.6% | -9.9% |
| 30D | -23.5% | +20.0% | -43.6% | -22.5% |
| 3M | -25.4% | +10.1% | -35.6% | -24.7% |
| 6M | -51.3% | -4.3% | -46.9% | -50.7% |
| YTD | -29.9% | -18.4% | -11.5% | -30.9% |
| 1Y | -31.8% | -20.1% | -11.8% | -32.0% |
| All | -31.8% | -23.4% | -8.5% | -32.0% |
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