+1,369.7%
CRWD vs MCD
+48.2%
+1,321.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | +1.5% | -6.0% | +7.6% | +3.3% |
| 3M | +18.5% | -5.6% | +24.1% | +20.0% |
| 6M | +109.1% | -21.9% | +130.9% | +125.8% |
| YTD | +81.8% | -14.7% | +96.5% | +89.4% |
| 1Y | +106.7% | -17.3% | +123.9% | +117.0% |
| 3Y | +428.7% | -2.2% | +430.8% | +405.0% |
| 5Y | +206.4% | +20.3% | +186.1% | +160.1% |
| All | +1,369.7% | +48.2% | +1,321.5% | +1,093.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling