+99.2%
CRH vs MLM
+40.7%
+58.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | 0.0% |
| 7D | -3.6% | -2.7% | -0.9% | -1.4% |
| 30D | -10.8% | -8.3% | -2.5% | -4.4% |
| 3M | -13.5% | -12.0% | -1.5% | -4.4% |
| 6M | -15.4% | -17.6% | +2.2% | -1.3% |
| YTD | -27.6% | -18.9% | -8.7% | -14.8% |
| 1Y | -18.4% | -17.6% | -0.7% | -5.2% |
| 3Y | +72.5% | +16.8% | +55.7% | +53.2% |
| 5Y | +99.2% | +41.0% | +58.1% | +52.7% |
| All | +99.2% | +40.7% | +58.4% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling