+170.2%
MPC vs CRH
+68.8%
+101.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +1.2% | -4.8% | +6.0% | +1.7% |
| 30D | +17.0% | -13.1% | +30.1% | +18.7% |
| 3M | +49.5% | -12.0% | +61.4% | +50.9% |
| 6M | +83.5% | -16.9% | +100.4% | +85.5% |
| YTD | +144.1% | -29.0% | +173.1% | +155.6% |
| 1Y | +119.6% | -20.3% | +139.9% | +121.7% |
| All | +170.2% | +68.8% | +101.4% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling