+116.3%
MP vs CPRT
-29.5%
+145.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -6.0% |
| 7D | -19.0% | +9.9% | -28.9% | -20.0% |
| 30D | -30.5% | +21.1% | -51.6% | -32.4% |
| 3M | -29.6% | +12.3% | -41.9% | -30.9% |
| 6M | -50.4% | -2.0% | -48.4% | -50.2% |
| YTD | -33.2% | -17.0% | -16.2% | -30.3% |
| 1Y | -38.6% | -22.5% | -16.0% | -34.5% |
| All | +116.3% | -29.5% | +145.8% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling