+1,340.4%
CRWD vs MCHP
+93.9%
+1,246.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | -5.9% | -11.1% | +5.2% | -1.2% |
| 3M | +29.0% | -18.1% | +47.1% | +37.7% |
| 6M | +91.5% | +10.8% | +80.7% | +76.7% |
| YTD | +78.2% | +14.2% | +64.0% | +59.9% |
| 1Y | +96.6% | +13.5% | +83.2% | +75.1% |
| 3Y | +397.0% | -2.0% | +399.0% | +333.8% |
| 5Y | +218.9% | +1.4% | +217.5% | +165.0% |
| All | +1,340.4% | +93.9% | +1,246.5% | +732.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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