+399.8%
CRWD vs MDB
-5.6%
+405.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -0.2% |
| 7D | -2.3% | -18.0% | +15.7% | +4.7% |
| 30D | -2.1% | -10.7% | +8.7% | +2.1% |
| 3M | +27.5% | +1.0% | +26.5% | +26.9% |
| 6M | +95.8% | +31.6% | +64.2% | +76.7% |
| YTD | +79.2% | -15.2% | +94.4% | +84.0% |
| 1Y | +96.3% | +10.1% | +86.1% | +84.0% |
| 3Y | +399.8% | -5.6% | +405.4% | +368.4% |
| All | +399.8% | -5.6% | +405.4% | +368.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling