+4,271.9%
MU vs CPRT
+399.1%
+3,872.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.4% |
| 7D | -12.0% | +1.6% | -13.7% | -13.1% |
| 30D | -28.7% | +18.8% | -47.5% | -35.8% |
| 3M | -16.4% | +9.4% | -25.9% | -22.3% |
| 6M | -1.8% | -4.4% | +2.6% | -4.4% |
| YTD | +157.1% | -17.1% | +174.2% | +168.7% |
| 1Y | +208.5% | -19.9% | +228.4% | +229.2% |
| 3Y | +906.2% | -30.5% | +936.6% | +1,063.6% |
| 5Y | +893.4% | -15.9% | +909.3% | +880.6% |
| 10Y | +4,271.9% | +386.7% | +3,885.2% | +1,537.5% |
| All | +4,271.9% | +399.1% | +3,872.7% | +1,537.5% |
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