+3,971.9%
MU vs CPRT
+398.2%
+3,573.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +6.0% |
| 7D | -22.0% | +6.0% | -28.1% | -24.9% |
| 30D | -36.6% | +20.0% | -56.6% | -43.3% |
| 3M | -21.7% | +10.1% | -31.8% | -27.6% |
| 6M | +3.5% | -4.3% | +7.9% | +0.5% |
| YTD | +141.9% | -18.4% | +160.3% | +154.8% |
| 1Y | +189.8% | -20.1% | +209.9% | +208.8% |
| 3Y | +855.4% | -30.4% | +885.8% | +999.9% |
| 5Y | +869.2% | -17.0% | +886.1% | +862.1% |
| All | +3,971.9% | +398.2% | +3,573.7% | +1,469.5% |
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