+50.5%
MP vs CRH
+95.0%
-44.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.3% |
| 7D | -4.6% | -4.8% | +0.2% | -1.8% |
| 30D | -7.1% | -13.1% | +6.0% | +1.1% |
| 3M | -4.0% | -12.0% | +8.0% | +2.7% |
| 6M | -16.7% | -16.9% | +0.2% | -8.0% |
| YTD | +1.6% | -29.0% | +30.6% | +22.7% |
| 1Y | -17.8% | -20.3% | +2.5% | -8.4% |
| 3Y | +139.6% | +69.2% | +70.3% | +50.4% |
| 5Y | +50.5% | +94.6% | -44.2% | -15.2% |
| All | +50.5% | +95.0% | -44.6% | -15.2% |
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