+71.6%
CRH vs MRSH
-4.9%
+76.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -4.8% | -1.3% | -5.0% |
| 30D | -9.3% | -6.3% | -2.9% | -7.9% |
| 3M | -15.2% | +5.8% | -21.0% | -16.3% |
| 6M | -14.2% | +2.8% | -17.0% | -15.0% |
| YTD | -28.3% | -3.1% | -25.1% | -27.7% |
| 1Y | -21.8% | -11.3% | -10.5% | -18.6% |
| 3Y | +71.6% | -5.0% | +76.6% | +78.8% |
| All | +71.6% | -4.9% | +76.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling