+471.8%
CRH vs MXL
+315.4%
+156.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -0.2% |
| 7D | -6.1% | +18.9% | -24.9% | -8.9% |
| 30D | -9.3% | +0.3% | -9.6% | -9.9% |
| 3M | -15.2% | -8.0% | -7.2% | -17.8% |
| 6M | -14.2% | +341.2% | -355.4% | -43.3% |
| YTD | -28.3% | +327.8% | -356.1% | -52.5% |
| 1Y | -21.8% | +364.9% | -386.7% | -49.7% |
| 3Y | +71.6% | +229.2% | -157.6% | +5.8% |
| 5Y | +96.6% | +42.8% | +53.8% | +37.4% |
| 10Y | +253.8% | +303.1% | -49.2% | +73.4% |
| All | +471.8% | +315.4% | +156.4% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling