+380.0%
CRWD vs MKC
-31.4%
+411.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -3.0% | -1.5% | -1.5% | -3.2% |
| 30D | -6.8% | -3.1% | -3.7% | -7.2% |
| 3M | +19.6% | +5.2% | +14.4% | +20.6% |
| 6M | +87.1% | -12.8% | +99.9% | +84.9% |
| YTD | +76.4% | -23.3% | +99.7% | +72.1% |
| 1Y | +90.8% | -24.1% | +114.9% | +86.4% |
| 3Y | +380.0% | -32.1% | +412.1% | +421.2% |
| All | +380.0% | -31.4% | +411.4% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling