+71.6%
CRH vs MKC
-31.4%
+103.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -1.5% | -4.6% | -5.8% |
| 30D | -9.3% | -3.1% | -6.2% | -8.8% |
| 3M | -15.2% | +5.2% | -20.4% | -15.9% |
| 6M | -14.2% | -12.8% | -1.4% | -12.3% |
| YTD | -28.3% | -23.3% | -5.0% | -25.1% |
| 1Y | -21.8% | -24.1% | +2.3% | -18.3% |
| 3Y | +71.6% | -32.1% | +103.7% | +78.0% |
| All | +71.6% | -31.4% | +103.0% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling