+245.6%
CRH vs MET
+249.3%
-3.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.1% | -0.5% | -5.6% | -5.8% |
| 30D | -9.3% | +0.5% | -9.8% | -9.6% |
| 3M | -15.2% | +11.6% | -26.8% | -20.6% |
| 6M | -14.2% | +40.8% | -55.0% | -29.6% |
| YTD | -28.3% | +25.7% | -53.9% | -37.4% |
| 1Y | -21.8% | +24.4% | -46.1% | -31.6% |
| 3Y | +71.6% | +67.5% | +4.2% | +25.2% |
| 5Y | +96.6% | +85.8% | +10.8% | +33.5% |
| All | +245.6% | +249.3% | -3.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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