+5,031.3%
CRH vs MLM
+2,961.7%
+2,069.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | -5.4% | -6.8% | +1.5% | -2.2% |
| 3M | -11.2% | -11.2% | 0.0% | -6.1% |
| 6M | -15.8% | -21.8% | +6.0% | -5.5% |
| YTD | -23.6% | -17.0% | -6.7% | -16.6% |
| 1Y | -14.6% | -16.4% | +1.8% | -7.0% |
| 3Y | +74.3% | +14.5% | +59.8% | +66.5% |
| 5Y | +103.7% | +41.7% | +61.9% | +77.4% |
| 10Y | +261.4% | +200.0% | +61.4% | +125.9% |
| All | +5,031.3% | +2,961.7% | +2,069.6% | +2,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling