+96.6%
CRWD vs MDB
+11.9%
+84.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.4% |
| 7D | -2.8% | -2.8% | -0.1% | -1.7% |
| 30D | -5.9% | -14.9% | +9.0% | +0.8% |
| 3M | +29.0% | +7.3% | +21.6% | +25.1% |
| 6M | +91.5% | +38.2% | +53.3% | +65.9% |
| YTD | +78.2% | -10.9% | +89.1% | +77.3% |
| 1Y | +96.6% | +11.6% | +85.0% | +83.0% |
| All | +96.6% | +11.9% | +84.7% | +83.0% |
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