+1,106.2%
MPC vs CPRT
+399.1%
+707.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.0% |
| 7D | -9.4% | +1.6% | -11.0% | -10.1% |
| 30D | -14.3% | +18.8% | -33.1% | -20.3% |
| 3M | +31.1% | +9.4% | +21.7% | +24.8% |
| 6M | +60.3% | -4.4% | +64.7% | +59.6% |
| YTD | +142.5% | -17.1% | +159.6% | +155.3% |
| 1Y | +104.6% | -19.9% | +124.5% | +118.3% |
| 3Y | +191.7% | -30.5% | +222.2% | +221.8% |
| 5Y | +549.2% | -15.9% | +565.1% | +530.4% |
| 10Y | +1,106.2% | +386.7% | +719.5% | +453.9% |
| All | +1,106.2% | +399.1% | +707.1% | +453.9% |
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