+208.9%
CRH vs MDB
+997.6%
-788.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -15.2% | +2.2% | -17.4% | -16.1% |
| 6M | -14.2% | +33.9% | -48.1% | -18.9% |
| YTD | -28.3% | -13.7% | -14.6% | -28.6% |
| 1Y | -21.8% | +9.1% | -30.8% | -24.9% |
| 3Y | +71.6% | -8.1% | +79.8% | +60.4% |
| 5Y | +96.6% | -25.9% | +122.5% | +75.6% |
| All | +208.9% | +997.6% | -788.7% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling