+218.9%
CRWD vs MDT
-19.9%
+238.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.8% | -1.6% | -1.3% | -2.5% |
| 30D | -5.9% | +1.0% | -6.9% | -6.3% |
| 3M | +29.0% | +15.2% | +13.8% | +23.6% |
| 6M | +91.5% | +3.7% | +87.8% | +89.6% |
| YTD | +78.2% | -3.0% | +81.2% | +79.8% |
| 1Y | +96.6% | +2.5% | +94.2% | +93.5% |
| 3Y | +397.0% | +26.5% | +370.6% | +331.4% |
| 5Y | +218.9% | -18.3% | +237.2% | +234.9% |
| All | +218.9% | -19.9% | +238.8% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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