+3,174.0%
MPC vs CRH
+575.8%
+2,598.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +4.2% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | +33.8% | -9.5% | +43.2% | +40.1% |
| 3M | +49.9% | -10.4% | +60.2% | +55.8% |
| 6M | +80.9% | -14.2% | +95.1% | +88.5% |
| YTD | +147.4% | -26.6% | +174.0% | +178.2% |
| 1Y | +123.2% | -18.2% | +141.4% | +134.0% |
| 3Y | +171.7% | +74.9% | +96.8% | +73.5% |
| 5Y | +678.6% | +101.7% | +576.9% | +333.2% |
| 10Y | +1,134.0% | +249.4% | +884.6% | +382.7% |
| All | +3,174.0% | +575.8% | +2,598.2% | +742.9% |
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