+94.1%
CRH vs MXL
+40.1%
+54.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.2% |
| 7D | -6.1% | +18.9% | -24.9% | -7.9% |
| 30D | -9.3% | +0.3% | -9.6% | -9.7% |
| 3M | -15.2% | -8.0% | -7.2% | -17.0% |
| 6M | -14.2% | +341.2% | -355.4% | -37.7% |
| YTD | -28.3% | +327.8% | -356.1% | -47.8% |
| 1Y | -21.8% | +364.9% | -386.7% | -44.5% |
| 3Y | +71.6% | +229.2% | -157.6% | +17.1% |
| All | +94.1% | +40.1% | +54.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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