+37.0%
MDT vs CRH
+253.3%
-216.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -3.4% | -6.1% | +2.6% | -1.6% |
| 30D | +0.2% | -9.3% | +9.5% | +3.2% |
| 3M | +14.3% | -15.2% | +29.4% | +19.9% |
| 6M | +4.0% | -14.2% | +18.2% | +8.1% |
| YTD | -3.7% | -28.3% | +24.6% | +5.4% |
| 1Y | -0.4% | -21.8% | +21.4% | +5.7% |
| 3Y | +23.3% | +71.6% | -48.3% | -4.0% |
| 5Y | -18.9% | +96.6% | -115.5% | -41.5% |
| All | +37.0% | +253.3% | -216.3% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling