+1,348.4%
CRWD vs MLM
+142.9%
+1,205.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -2.1% | -6.5% | +4.5% | +0.1% |
| 3M | +27.5% | -7.4% | +35.0% | +29.9% |
| 6M | +95.8% | -15.8% | +111.6% | +105.2% |
| YTD | +79.2% | -17.4% | +96.6% | +87.8% |
| 1Y | +96.3% | -17.9% | +114.1% | +105.9% |
| 3Y | +399.8% | +18.9% | +380.9% | +351.7% |
| 5Y | +216.7% | +43.4% | +173.3% | +167.5% |
| All | +1,348.4% | +142.9% | +1,205.5% | +1,021.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling