+242.1%
CRH vs MLM
+209.3%
+32.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -4.8% | -1.3% | -3.5% | -3.9% |
| 30D | -13.1% | -9.1% | -4.0% | -7.5% |
| 3M | -12.0% | -9.0% | -3.0% | -6.4% |
| 6M | -16.9% | -17.0% | +0.2% | -5.9% |
| YTD | -29.0% | -19.0% | -10.0% | -18.5% |
| 1Y | -20.3% | -18.1% | -2.3% | -9.2% |
| 3Y | +69.2% | +16.7% | +52.6% | +55.3% |
| 5Y | +94.6% | +40.2% | +54.4% | +58.5% |
| All | +242.1% | +209.3% | +32.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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