+1,348.4%
CRWD vs MET
+150.6%
+1,197.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.8% |
| 7D | -2.3% | +1.1% | -3.5% | -2.7% |
| 30D | -2.1% | -2.3% | +0.3% | -1.4% |
| 3M | +27.5% | +13.9% | +13.6% | +22.5% |
| 6M | +95.8% | +34.8% | +61.0% | +78.5% |
| YTD | +79.2% | +23.5% | +55.7% | +67.5% |
| 1Y | +96.3% | +23.4% | +72.9% | +83.1% |
| 3Y | +399.8% | +64.9% | +334.9% | +330.7% |
| 5Y | +216.7% | +82.0% | +134.7% | +167.5% |
| All | +1,348.4% | +150.6% | +1,197.8% | +1,108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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