+642.2%
MPC vs CPRT
-7.1%
+649.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.4% | +2.2% | +3.2% | +5.0% |
| 30D | +31.0% | +16.6% | +14.3% | +27.3% |
| 3M | +46.0% | +9.6% | +36.4% | +43.1% |
| 6M | +77.3% | -11.1% | +88.4% | +81.4% |
| YTD | +141.9% | -13.9% | +155.8% | +148.9% |
| 1Y | +120.9% | -32.5% | +153.4% | +140.7% |
| 3Y | +182.7% | -25.0% | +207.7% | +197.9% |
| All | +642.2% | -7.1% | +649.3% | +622.3% |
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