+94.1%
CRH vs MTB
+104.1%
-10.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -6.1% | 0.0% | -6.1% | -6.0% |
| 30D | -9.3% | -4.8% | -4.5% | -7.3% |
| 3M | -15.2% | +6.0% | -21.1% | -17.4% |
| 6M | -14.2% | +19.6% | -33.8% | -20.7% |
| YTD | -28.3% | +21.5% | -49.7% | -34.3% |
| 1Y | -21.8% | +24.7% | -46.5% | -29.3% |
| 3Y | +71.6% | +108.6% | -37.0% | +24.6% |
| All | +94.1% | +104.1% | -10.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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