+1,131.4%
MPC vs CRH
+253.3%
+878.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +1.8% | -6.1% | +7.9% | +5.0% |
| 30D | +14.0% | -9.3% | +23.3% | +19.4% |
| 3M | +52.2% | -15.2% | +67.4% | +63.3% |
| 6M | +75.8% | -14.2% | +90.0% | +82.9% |
| YTD | +146.3% | -28.3% | +174.5% | +181.1% |
| 1Y | +120.8% | -21.8% | +142.6% | +137.0% |
| 3Y | +172.6% | +71.6% | +101.0% | +65.7% |
| 5Y | +678.2% | +96.6% | +581.6% | +306.1% |
| All | +1,131.4% | +253.3% | +878.1% | +287.4% |
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