Call me skeptical, but I've never trusted Compete's numbers.
Their service gives stats without citing sources, so I don't know what kind of magic or data interpolation they use.
Without Google Analytics to do a 1-1 comparison, any metric will be suspect. Alexa will suffer from its standard bias of only counting people with the Alexa toolbar installed, which won't be many for either site. Compete's metrics are compiled from a variety of sources [1], including a toolbar, none of which seem particularly definitive.
[1]http://en.wikipedia.org/wiki/Compete.com