+871.5%
MU vs CPRT
-32.3%
+903.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -15.2% | +4.0% | -19.2% | -15.2% |
| 30D | -29.5% | +18.2% | -47.7% | -30.1% |
| 3M | -15.8% | +9.2% | -24.9% | -15.9% |
| 6M | -2.9% | -4.8% | +2.0% | +0.1% |
| YTD | +154.2% | -17.5% | +171.7% | +174.6% |
| 1Y | +186.6% | -22.0% | +208.6% | +219.3% |
| 3Y | +871.5% | -33.7% | +905.2% | +1,063.9% |
| All | +871.5% | -32.3% | +903.8% | +1,063.9% |
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