+7,158.2%
MCK vs CRH
+3,663.6%
+3,494.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.3% |
| 7D | +0.3% | -5.6% | +5.9% | +1.3% |
| 30D | +4.9% | -8.4% | +13.3% | +6.5% |
| 3M | +16.3% | -16.1% | +32.4% | +19.7% |
| 6M | -3.0% | -10.2% | +7.2% | -1.7% |
| YTD | +11.4% | -27.9% | +39.3% | +17.0% |
| 1Y | +28.6% | -20.6% | +49.2% | +32.5% |
| 3Y | +120.0% | +68.9% | +51.1% | +93.1% |
| 5Y | +358.2% | +95.7% | +262.6% | +285.0% |
| 10Y | +486.1% | +248.9% | +237.2% | +334.3% |
| All | +7,158.2% | +3,663.6% | +3,494.5% | +3,675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling