+1,348.4%
CRWD vs MDT
+16.3%
+1,332.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -2.1% | +6.0% | -8.1% | -3.9% |
| 3M | +27.5% | +15.5% | +12.0% | +21.1% |
| 6M | +95.8% | +3.4% | +92.4% | +92.5% |
| YTD | +79.2% | -2.2% | +81.4% | +79.0% |
| 1Y | +96.3% | +2.6% | +93.7% | +91.9% |
| 3Y | +399.8% | +27.5% | +372.3% | +338.0% |
| 5Y | +216.7% | -20.1% | +236.8% | +230.9% |
| All | +1,348.4% | +16.3% | +1,332.1% | +1,291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling