+94.1%
CRH vs MDB
-25.4%
+119.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.4% |
| 7D | -6.1% | -1.8% | -4.3% | -5.9% |
| 30D | -9.3% | -17.3% | +8.0% | -7.3% |
| 3M | -15.2% | +2.2% | -17.4% | -16.2% |
| 6M | -14.2% | +33.9% | -48.1% | -19.4% |
| YTD | -28.3% | -13.7% | -14.6% | -28.6% |
| 1Y | -21.8% | +9.1% | -30.8% | -25.2% |
| 3Y | +71.6% | -8.1% | +79.8% | +58.8% |
| All | +94.1% | -25.4% | +119.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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