+8,082.5%
MU vs CPRT
+22,996.9%
-14,914.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.4% | -17.0% | -17.3% |
| 7D | -29.7% | +9.9% | -39.7% | -32.1% |
| 30D | -37.2% | +21.1% | -58.3% | -41.3% |
| 3M | -26.5% | +12.3% | -38.8% | -30.0% |
| 6M | +2.6% | -2.0% | +4.6% | +0.1% |
| YTD | +130.1% | -17.0% | +147.2% | +134.8% |
| 1Y | +176.7% | -22.5% | +199.2% | +188.3% |
| 3Y | +813.1% | -29.3% | +842.4% | +880.7% |
| 5Y | +822.0% | -15.6% | +837.6% | +838.1% |
| 10Y | +3,936.2% | +411.6% | +3,524.6% | +2,381.5% |
| All | +8,082.5% | +22,996.9% | -14,914.3% | +2,517.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling