+601.0%
MPC vs CPRT
-18.6%
+619.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | +11.2% | -0.4% | +11.6% | +11.3% |
| 30D | -14.5% | +21.2% | -35.7% | -17.0% |
| 3M | +16.7% | +8.3% | +8.4% | +14.6% |
| 6M | +67.6% | -3.4% | +70.9% | +67.6% |
| YTD | +157.9% | -18.7% | +176.6% | +167.3% |
| 1Y | +116.7% | -23.5% | +140.2% | +127.6% |
| 3Y | +199.8% | -34.2% | +233.9% | +224.1% |
| All | +601.0% | -18.6% | +619.7% | +634.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling