+3,302.9%
CRH vs MDY
+2,611.4%
+691.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -6.1% | -1.9% | -4.2% | -4.6% |
| 30D | -9.3% | -4.6% | -4.6% | -5.6% |
| 3M | -15.2% | -1.2% | -14.0% | -14.2% |
| 6M | -14.2% | +9.2% | -23.4% | -19.8% |
| YTD | -28.3% | +13.1% | -41.3% | -34.7% |
| 1Y | -21.8% | +13.0% | -34.8% | -28.8% |
| 3Y | +71.6% | +49.2% | +22.4% | +26.0% |
| 5Y | +96.6% | +47.2% | +49.4% | +47.0% |
| 10Y | +253.8% | +176.0% | +77.9% | +65.7% |
| All | +3,302.9% | +2,611.4% | +691.5% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling