+2,714.4%
MMM vs CRH
+5,984.3%
-3,269.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -3.2% | -4.8% | +1.5% | -2.2% |
| 30D | -10.7% | -13.1% | +2.4% | -8.0% |
| 3M | +4.3% | -12.0% | +16.3% | +7.1% |
| 6M | +5.9% | -16.9% | +22.8% | +9.9% |
| YTD | +3.2% | -29.0% | +32.1% | +10.6% |
| 1Y | +8.0% | -20.3% | +28.3% | +12.8% |
| 3Y | +99.1% | +69.2% | +29.8% | +76.2% |
| 5Y | +25.7% | +94.6% | -68.9% | +7.1% |
| 10Y | +53.3% | +250.3% | -197.0% | +14.5% |
| All | +2,714.4% | +5,984.3% | -3,269.9% | +1,483.8% |
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