+68.3%
CRWD vs MCD
-0.3%
+68.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.1% |
| 7D | +5.8% | -1.6% | +7.4% | +4.9% |
| 30D | -12.0% | +16.0% | -28.0% | -3.3% |
| 3M | +3.6% | 0.0% | +3.7% | +6.1% |
| 6M | +68.3% | +0.9% | +67.4% | +77.2% |
| All | +68.3% | -0.3% | +68.6% | +77.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling