+1,166.2%
MPC vs CPRT
+370.9%
+795.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +9.4% | -1.5% | +10.9% | +10.0% |
| 30D | -13.4% | +21.3% | -34.8% | -20.1% |
| 3M | +18.9% | +10.4% | +8.5% | +12.7% |
| 6M | +64.9% | -4.3% | +69.2% | +64.0% |
| YTD | +156.8% | -18.3% | +175.1% | +171.7% |
| 1Y | +113.2% | -22.5% | +135.7% | +130.7% |
| 3Y | +201.8% | -34.3% | +236.1% | +241.9% |
| 5Y | +601.4% | -17.8% | +619.1% | +587.9% |
| All | +1,166.2% | +370.9% | +795.4% | +481.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling