+120.9%
MPC vs CPRT
-31.2%
+152.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +5.4% | +2.2% | +3.2% | +5.7% |
| 30D | +31.0% | +16.6% | +14.3% | +33.3% |
| 3M | +46.0% | +9.6% | +36.4% | +47.5% |
| 6M | +77.3% | -11.1% | +88.4% | +78.5% |
| YTD | +141.9% | -13.9% | +155.8% | +142.1% |
| 1Y | +120.9% | -32.5% | +153.4% | +105.8% |
| All | +120.9% | -31.2% | +152.1% | +105.8% |
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