+117.2%
MPC vs CPRT
-24.7%
+142.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.1% | -7.4% |
| 7D | -10.9% | +12.6% | -23.5% | -9.6% |
| 30D | -9.4% | +18.0% | -27.4% | -7.6% |
| 3M | +26.0% | +11.0% | +15.0% | +27.5% |
| 6M | +56.5% | -2.0% | +58.5% | +56.9% |
| YTD | +144.3% | -16.7% | +160.9% | +146.8% |
| 1Y | +117.2% | -23.9% | +141.1% | +114.6% |
| All | +117.2% | -24.7% | +142.0% | +114.6% |
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