-14.6%
CRH vs MCO
+0.4%
-15.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -1.7% | -4.2% | +2.5% | -0.5% |
| 30D | -5.4% | +2.2% | -7.6% | -5.9% |
| 3M | -11.2% | +10.1% | -21.3% | -13.2% |
| 6M | -15.8% | +5.3% | -21.1% | -17.3% |
| YTD | -23.6% | -2.7% | -20.9% | -23.9% |
| 1Y | -14.6% | -0.4% | -14.2% | -15.6% |
| All | -14.6% | +0.4% | -15.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling