+94.1%
CRH vs MCO
+28.6%
+65.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.1% |
| 7D | -6.1% | -3.8% | -2.3% | -4.0% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +7.7% | -22.9% | -18.9% |
| 6M | -14.2% | +7.0% | -21.2% | -18.0% |
| YTD | -28.3% | -6.4% | -21.8% | -26.5% |
| 1Y | -21.8% | -7.6% | -14.1% | -19.7% |
| 3Y | +71.6% | +43.2% | +28.4% | +32.5% |
| All | +94.1% | +28.6% | +65.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling