+58.1%
MP vs CPRT
-7.1%
+65.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -2.9% | +2.2% | -5.1% | -4.0% |
| 30D | +13.8% | +16.6% | -2.8% | +5.1% |
| 3M | -16.7% | +9.6% | -26.3% | -22.0% |
| 6M | -11.5% | -11.1% | -0.4% | -6.7% |
| YTD | +7.9% | -13.9% | +21.8% | +14.9% |
| 1Y | -15.0% | -32.5% | +17.5% | +5.4% |
| 3Y | +153.5% | -25.0% | +178.5% | +172.4% |
| All | +58.1% | -7.1% | +65.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling