+12,570.8%
MU vs CPRT
+23,878.7%
-11,307.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +9.0% | +2.2% | +6.8% | +8.2% |
| 30D | +13.8% | +16.6% | -2.8% | +8.2% |
| 3M | +2.1% | +9.6% | -7.5% | -2.5% |
| 6M | +153.8% | -11.1% | +164.9% | +157.9% |
| YTD | +256.4% | -13.9% | +270.3% | +263.1% |
| 1Y | +719.8% | -32.5% | +752.3% | +801.5% |
| 3Y | +1,360.4% | -25.0% | +1,385.4% | +1,455.1% |
| 5Y | +1,312.4% | -7.4% | +1,319.8% | +1,309.2% |
| 10Y | +6,142.6% | +422.0% | +5,720.6% | +3,749.9% |
| All | +12,570.8% | +23,878.7% | -11,307.9% | +3,948.8% |
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