+1,325.8%
CRWD vs MCO
+166.5%
+1,159.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.1% |
| 7D | -3.0% | -3.8% | +0.8% | -0.5% |
| 30D | -6.8% | -0.4% | -6.4% | -6.9% |
| 3M | +19.6% | +7.7% | +11.9% | +12.5% |
| 6M | +87.1% | +7.0% | +80.1% | +76.9% |
| YTD | +76.4% | -6.4% | +82.8% | +81.3% |
| 1Y | +90.8% | -7.6% | +98.5% | +95.6% |
| 3Y | +380.0% | +43.2% | +336.8% | +252.6% |
| 5Y | +215.6% | +29.6% | +186.1% | +146.0% |
| All | +1,325.8% | +166.5% | +1,159.3% | +598.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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