+110.7%
MCK vs CRH
+70.5%
+40.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.9% | -6.1% | +3.1% | -3.0% |
| 30D | +0.4% | -9.3% | +9.7% | +0.2% |
| 3M | +12.1% | -15.2% | +27.3% | +11.7% |
| 6M | -5.4% | -14.2% | +8.8% | -5.7% |
| YTD | +7.8% | -28.3% | +36.0% | +6.9% |
| 1Y | +22.9% | -21.8% | +44.7% | +22.3% |
| 3Y | +110.7% | +71.6% | +39.1% | +105.7% |
| All | +110.7% | +70.5% | +40.2% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling