+4,992.6%
CRH vs MLM
+2,954.8%
+2,037.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.3% | -0.9% | -0.5% | -0.9% |
| 30D | +18.1% | +9.0% | +9.1% | +13.7% |
| 3M | -3.9% | -5.6% | +1.7% | -1.2% |
| 6M | -13.3% | -10.7% | -2.6% | -8.4% |
| YTD | -24.2% | -17.2% | -7.0% | -17.0% |
| 1Y | -14.9% | -14.2% | -0.7% | -8.2% |
| 3Y | +64.9% | +15.6% | +49.3% | +57.0% |
| 5Y | +109.0% | +26.2% | +82.8% | +91.6% |
| 10Y | +248.9% | +140.6% | +108.3% | +137.8% |
| All | +4,992.6% | +2,954.8% | +2,037.8% | +2,041.6% |
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