+405.1%
MP vs CRH
+195.5%
+209.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -7.4% | -6.1% | -1.3% | -3.9% |
| 30D | -6.7% | -9.3% | +2.6% | -1.0% |
| 3M | -11.7% | -15.2% | +3.5% | -3.3% |
| 6M | -18.9% | -14.2% | -4.7% | -12.0% |
| YTD | 0.0% | -28.3% | +28.2% | +20.2% |
| 1Y | -19.9% | -21.8% | +1.9% | -9.4% |
| 3Y | +133.4% | +71.6% | +61.8% | +48.1% |
| 5Y | +48.1% | +96.6% | -48.5% | -18.1% |
| All | +405.1% | +195.5% | +209.6% | +123.5% |
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