+106.7%
CRWD vs MDB
+18.3%
+88.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.9% |
| 7D | -2.4% | -17.4% | +15.0% | +6.0% |
| 30D | +1.5% | -2.0% | +3.6% | +2.6% |
| 3M | +18.5% | -3.0% | +21.5% | +19.8% |
| 6M | +109.1% | +48.7% | +60.4% | +77.4% |
| YTD | +81.8% | -12.1% | +94.0% | +82.1% |
| 1Y | +106.7% | +14.5% | +92.2% | +90.7% |
| All | +106.7% | +18.3% | +88.3% | +90.7% |
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