+549.2%
MPC vs CPRT
-14.6%
+563.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.4% |
| 7D | -9.4% | +1.6% | -11.0% | -9.6% |
| 30D | -14.3% | +18.8% | -33.1% | -16.6% |
| 3M | +31.1% | +9.4% | +21.7% | +28.7% |
| 6M | +60.3% | -4.4% | +64.7% | +60.8% |
| YTD | +142.5% | -17.1% | +159.6% | +150.7% |
| 1Y | +104.6% | -19.9% | +124.5% | +113.0% |
| 3Y | +191.7% | -30.5% | +222.2% | +212.0% |
| 5Y | +549.2% | -15.9% | +565.1% | +567.6% |
| All | +549.2% | -14.6% | +563.8% | +567.6% |
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 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