+245.6%
CRH vs MKC
+29.9%
+215.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -1.5% | -4.6% | -5.7% |
| 30D | -9.3% | -3.1% | -6.2% | -8.5% |
| 3M | -15.2% | +5.2% | -20.4% | -16.7% |
| 6M | -14.2% | -12.8% | -1.4% | -11.3% |
| YTD | -28.3% | -23.3% | -5.0% | -23.3% |
| 1Y | -21.8% | -24.1% | +2.3% | -16.3% |
| 3Y | +71.6% | -32.1% | +103.7% | +87.6% |
| 5Y | +96.6% | -32.8% | +129.4% | +112.3% |
| All | +245.6% | +29.9% | +215.8% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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