+225.5%
CRWD vs MGY
+88.8%
+136.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | +3.5% | -6.5% | -3.8% |
| 30D | -6.8% | +5.3% | -12.1% | -8.0% |
| 3M | +19.6% | +2.6% | +16.9% | +18.2% |
| 6M | +87.1% | -3.3% | +90.4% | +86.8% |
| YTD | +76.4% | +29.2% | +47.2% | +63.3% |
| 1Y | +90.8% | +18.0% | +72.8% | +80.4% |
| 3Y | +380.0% | +30.0% | +350.0% | +336.7% |
| All | +225.5% | +88.8% | +136.7% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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