+17.1%
MCHP vs CRH
-20.2%
+37.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.1% |
| 7D | 0.0% | -6.1% | +6.1% | +3.4% |
| 30D | -6.0% | -9.3% | +3.2% | -1.2% |
| 3M | -19.7% | -15.2% | -4.5% | -12.7% |
| 6M | +14.0% | -14.2% | +28.2% | +22.3% |
| YTD | +18.4% | -28.3% | +46.7% | +36.6% |
| 1Y | +17.1% | -21.8% | +38.9% | +27.0% |
| All | +17.1% | -20.2% | +37.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling