+339.0%
MCK vs CRH
+93.9%
+245.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.9% | -6.1% | +3.1% | -2.6% |
| 30D | +0.4% | -9.3% | +9.7% | +1.0% |
| 3M | +12.1% | -15.2% | +27.3% | +13.1% |
| 6M | -5.4% | -14.2% | +8.8% | -4.8% |
| YTD | +7.8% | -28.3% | +36.0% | +9.6% |
| 1Y | +22.9% | -21.8% | +44.7% | +24.2% |
| 3Y | +110.7% | +71.6% | +39.1% | +90.0% |
| All | +339.0% | +93.9% | +245.1% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling