+237.4%
MP vs CPRT
+54.9%
+182.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.8% |
| 7D | -19.0% | +9.9% | -28.9% | -22.9% |
| 30D | -30.5% | +21.1% | -51.6% | -37.0% |
| 3M | -29.6% | +12.3% | -41.9% | -34.4% |
| 6M | -50.4% | -2.0% | -48.4% | -51.3% |
| YTD | -33.2% | -17.0% | -16.2% | -28.4% |
| 1Y | -38.6% | -22.5% | -16.0% | -31.3% |
| 3Y | +105.5% | -29.3% | +134.8% | +129.4% |
| 5Y | -7.8% | -15.6% | +7.8% | -15.7% |
| All | +237.4% | +54.9% | +182.5% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling