+265.1%
MU vs CPRT
-24.7%
+289.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.0% | -12.0% | -3.9% |
| 7D | -19.1% | +12.6% | -31.8% | -12.5% |
| 30D | -25.2% | +18.0% | -43.2% | -16.9% |
| 3M | -10.9% | +11.0% | -21.9% | -2.7% |
| 6M | +38.0% | -2.0% | +40.0% | +44.8% |
| YTD | +178.8% | -16.7% | +195.5% | +171.5% |
| 1Y | +265.1% | -23.9% | +289.0% | +233.7% |
| All | +265.1% | -24.7% | +289.9% | +233.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling