+80.6%
CRWD vs MLM
-11.4%
+91.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.1% |
| 7D | -9.6% | +9.1% | -18.8% | -8.3% |
| 30D | -11.6% | +14.6% | -26.3% | -9.8% |
| 3M | +14.1% | +0.3% | +13.8% | +15.3% |
| 6M | +105.4% | -7.5% | +112.9% | +104.0% |
| YTD | +105.6% | -10.2% | +115.9% | +99.6% |
| 1Y | +80.6% | -10.5% | +91.0% | +75.6% |
| All | +80.6% | -11.4% | +91.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling