+71.6%
CRH vs MCO
+42.6%
+29.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -6.1% | -3.8% | -2.3% | -4.2% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +7.7% | -22.9% | -18.5% |
| 6M | -14.2% | +7.0% | -21.2% | -17.5% |
| YTD | -28.3% | -6.4% | -21.8% | -26.4% |
| 1Y | -21.8% | -7.6% | -14.1% | -19.4% |
| 3Y | +71.6% | +43.2% | +28.4% | +37.3% |
| All | +71.6% | +42.6% | +29.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling