+1,340.4%
CRWD vs MCD
+46.7%
+1,293.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | -5.9% | -7.0% | +1.2% | -3.9% |
| 3M | +29.0% | -9.8% | +38.8% | +32.7% |
| 6M | +91.5% | -21.8% | +113.2% | +106.6% |
| YTD | +78.2% | -15.6% | +93.8% | +86.2% |
| 1Y | +96.6% | -15.2% | +111.8% | +104.1% |
| 3Y | +397.0% | -2.6% | +399.6% | +374.8% |
| 5Y | +218.9% | +18.9% | +200.0% | +171.8% |
| All | +1,340.4% | +46.7% | +1,293.8% | +1,073.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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