+26.9%
MMM vs CRH
+93.9%
-67.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -2.1% | -6.1% | +3.9% | +0.2% |
| 30D | -9.8% | -9.3% | -0.6% | -6.5% |
| 3M | +4.9% | -15.2% | +20.1% | +11.6% |
| 6M | +7.3% | -14.2% | +21.5% | +13.1% |
| YTD | +4.5% | -28.3% | +32.7% | +17.7% |
| 1Y | +5.4% | -21.8% | +27.1% | +14.1% |
| 3Y | +98.6% | +71.6% | +27.0% | +55.5% |
| All | +26.9% | +93.9% | -67.0% | -10.3% |
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