+540.9%
MPC vs CPRT
-17.2%
+558.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | -12.8% | +9.9% | -22.7% | -14.0% |
| 30D | -12.7% | +21.1% | -33.8% | -15.3% |
| 3M | +27.1% | +12.3% | +14.7% | +24.1% |
| 6M | +45.8% | -2.0% | +47.8% | +45.5% |
| YTD | +134.7% | -17.0% | +151.7% | +142.6% |
| 1Y | +106.0% | -22.5% | +128.6% | +116.1% |
| 3Y | +165.5% | -29.3% | +194.8% | +182.8% |
| 5Y | +540.9% | -15.6% | +556.5% | +558.4% |
| All | +540.9% | -17.2% | +558.1% | +558.4% |
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