+248.9%
CRH vs MDY
+175.0%
+73.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.4% |
| 7D | -5.6% | -2.7% | -2.9% | -2.9% |
| 30D | -8.4% | -6.2% | -2.2% | -2.2% |
| 3M | -16.1% | -2.8% | -13.3% | -13.5% |
| 6M | -10.2% | +10.6% | -20.8% | -18.5% |
| YTD | -27.9% | +12.0% | -39.9% | -35.3% |
| 1Y | -20.6% | +13.3% | -33.9% | -29.6% |
| 3Y | +68.9% | +46.8% | +22.1% | +16.4% |
| 5Y | +95.7% | +46.6% | +49.1% | +35.2% |
| 10Y | +248.9% | +176.0% | +72.8% | +22.6% |
| All | +248.9% | +175.0% | +73.9% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling