+6,028.8%
MU vs CPRT
+423.6%
+5,605.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +9.0% | +2.2% | +6.8% | +7.6% |
| 30D | +13.8% | +16.6% | -2.8% | +3.9% |
| 3M | +2.1% | +9.6% | -7.5% | -6.1% |
| 6M | +153.8% | -11.1% | +164.9% | +163.2% |
| YTD | +256.4% | -13.9% | +270.3% | +270.9% |
| 1Y | +719.8% | -32.5% | +752.3% | +901.0% |
| 3Y | +1,360.4% | -25.0% | +1,385.4% | +1,533.0% |
| 5Y | +1,312.4% | -7.4% | +1,319.8% | +1,228.5% |
| All | +6,028.8% | +423.6% | +5,605.2% | +2,061.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling