-18.2%
MDT vs CRH
+93.9%
-112.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -3.4% | -6.1% | +2.6% | -2.1% |
| 30D | +0.2% | -9.3% | +9.5% | +2.4% |
| 3M | +14.3% | -15.2% | +29.4% | +18.4% |
| 6M | +4.0% | -14.2% | +18.2% | +7.1% |
| YTD | -3.7% | -28.3% | +24.6% | +3.0% |
| 1Y | -0.4% | -21.8% | +21.4% | +4.1% |
| 3Y | +23.3% | +71.6% | -48.3% | +0.4% |
| All | -18.2% | +93.9% | -112.1% | -37.5% |
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