+80.6%
CRWD vs MDB
-8.5%
+89.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.6% |
| 7D | -9.6% | -16.5% | +6.9% | -2.6% |
| 30D | -11.6% | -8.6% | -3.0% | -8.4% |
| 3M | +14.1% | -13.6% | +27.7% | +19.2% |
| 6M | +105.4% | +24.1% | +81.4% | +84.7% |
| YTD | +105.6% | -21.8% | +127.4% | +110.0% |
| 1Y | +80.6% | -7.7% | +88.3% | +77.0% |
| All | +80.6% | -8.5% | +89.1% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling