-20.5%
CRH vs MDY
+13.1%
-33.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.6% |
| 7D | -5.6% | -2.7% | -2.9% | -2.2% |
| 30D | -8.4% | -6.2% | -2.2% | -0.6% |
| 3M | -16.1% | -2.8% | -13.3% | -13.0% |
| 6M | -10.2% | +10.6% | -20.8% | -19.7% |
| YTD | -27.9% | +12.0% | -39.9% | -35.4% |
| All | -20.5% | +13.1% | -33.6% | -29.4% |
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