+445.3%
MP vs CPRT
+60.9%
+384.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -16.7% | +9.6% | -26.3% | -22.1% |
| 6M | -11.5% | -11.1% | -0.4% | -6.9% |
| YTD | +7.9% | -13.9% | +21.8% | +14.5% |
| 1Y | -15.0% | -32.5% | +17.5% | +4.6% |
| 3Y | +153.5% | -25.0% | +178.5% | +175.2% |
| 5Y | +58.7% | -7.4% | +66.0% | +38.9% |
| All | +445.3% | +60.9% | +384.4% | +235.1% |
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