+189.8%
MU vs CPRT
-20.1%
+209.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +7.2% |
| 7D | -12.0% | +1.6% | -13.7% | -10.9% |
| 30D | -28.7% | +18.8% | -47.5% | -20.4% |
| 3M | -16.4% | +9.4% | -25.9% | -9.6% |
| 6M | -1.8% | -4.4% | +2.6% | +1.4% |
| YTD | +157.1% | -17.1% | +174.2% | +145.4% |
| All | +189.8% | -20.1% | +209.9% | +150.5% |
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 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