-16.6%
CRH vs MRSH
+17.6%
-34.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +5.3% | +6.3% | -1.0% | +4.5% |
| 30D | +14.2% | +21.9% | -7.8% | +12.0% |
| 3M | -4.2% | +9.4% | -13.5% | -5.5% |
| 6M | -14.5% | +25.9% | -40.4% | -15.5% |
| YTD | -22.7% | +14.7% | -37.4% | -23.1% |
| 1Y | -16.6% | +19.3% | -35.8% | -16.6% |
| All | -16.6% | +17.6% | -34.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling