+245.6%
CRH vs MTCH
+208.0%
+37.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.8% |
| 7D | -6.1% | +1.3% | -7.3% | -6.3% |
| 30D | -9.3% | +15.9% | -25.2% | -11.9% |
| 3M | -15.2% | +23.3% | -38.5% | -18.7% |
| 6M | -14.2% | +40.1% | -54.3% | -19.9% |
| YTD | -28.3% | +33.6% | -61.8% | -32.5% |
| 1Y | -21.8% | +14.1% | -35.9% | -24.3% |
| 3Y | +71.6% | +1.4% | +70.2% | +65.8% |
| 5Y | +96.6% | -73.1% | +169.8% | +129.4% |
| All | +245.6% | +208.0% | +37.6% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling