-16.6%
CRH vs MDY
+12.5%
-29.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | +1.8% |
| 7D | +5.3% | -3.4% | +8.8% | +10.3% |
| 30D | +14.2% | -3.2% | +17.3% | +19.2% |
| 3M | -4.2% | -6.7% | +2.5% | +5.2% |
| 6M | -14.5% | -1.8% | -12.7% | -12.3% |
| YTD | -22.7% | +9.2% | -31.8% | -28.7% |
| 1Y | -16.6% | +11.7% | -28.3% | -24.8% |
| All | -16.6% | +12.5% | -29.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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