+213.5%
CRWD vs MDB
-24.3%
+237.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | +2.2% | -4.5% | +6.7% | +4.2% |
| 30D | -7.7% | -14.0% | +6.3% | -1.8% |
| 3M | +28.9% | +5.3% | +23.6% | +25.5% |
| 6M | +91.5% | +31.9% | +59.6% | +67.8% |
| YTD | +77.3% | -14.6% | +91.9% | +82.5% |
| 1Y | +96.3% | +8.2% | +88.0% | +80.8% |
| 3Y | +394.5% | -5.0% | +399.5% | +324.8% |
| 5Y | +213.5% | -24.5% | +238.0% | +170.4% |
| All | +213.5% | -24.3% | +237.7% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling