+671.3%
MPC vs CRH
+95.0%
+576.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +1.2% | -4.8% | +6.0% | +2.1% |
| 30D | +17.0% | -13.1% | +30.1% | +20.1% |
| 3M | +49.5% | -12.0% | +61.4% | +52.3% |
| 6M | +83.5% | -16.9% | +100.4% | +87.7% |
| YTD | +144.1% | -29.0% | +173.1% | +160.1% |
| 1Y | +119.6% | -20.3% | +139.9% | +124.9% |
| 3Y | +168.1% | +69.2% | +98.8% | +112.8% |
| 5Y | +671.3% | +94.6% | +576.7% | +495.7% |
| All | +671.3% | +95.0% | +576.3% | +495.7% |
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