+855.4%
MU vs CPRT
-30.7%
+886.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.1% |
| 7D | -22.0% | +6.0% | -28.1% | -22.2% |
| 30D | -36.6% | +20.0% | -56.6% | -37.3% |
| 3M | -21.7% | +10.1% | -31.8% | -22.0% |
| 6M | +3.5% | -4.3% | +7.9% | +6.0% |
| YTD | +141.9% | -18.4% | +160.3% | +161.2% |
| 1Y | +189.8% | -20.1% | +209.9% | +215.9% |
| 3Y | +855.4% | -30.4% | +885.8% | +997.8% |
| All | +855.4% | -30.7% | +886.1% | +997.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling