+445.3%
MP vs CRH
+214.5%
+230.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.1% |
| 7D | -2.9% | -1.7% | -1.2% | -1.9% |
| 30D | +13.8% | -5.4% | +19.2% | +17.8% |
| 3M | -16.7% | -11.2% | -5.5% | -11.2% |
| 6M | -11.5% | -15.8% | +4.4% | -2.8% |
| YTD | +7.9% | -23.6% | +31.6% | +25.0% |
| 1Y | -15.0% | -14.6% | -0.4% | -9.0% |
| 3Y | +153.5% | +74.3% | +79.2% | +60.2% |
| 5Y | +58.7% | +103.7% | -45.0% | -14.0% |
| All | +445.3% | +214.5% | +230.8% | +132.5% |
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 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