+1,476.4%
CRWD vs MLM
+151.9%
+1,324.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.5% |
| 7D | -5.5% | -3.8% | -1.6% | -4.1% |
| 30D | -16.9% | +11.0% | -27.9% | -20.0% |
| 3M | +6.6% | -3.1% | +9.7% | +7.3% |
| 6M | +73.2% | -9.8% | +83.0% | +77.4% |
| YTD | +95.1% | -14.4% | +109.4% | +101.3% |
| 1Y | +69.4% | -12.6% | +81.9% | +73.3% |
| 3Y | +379.3% | +19.7% | +359.6% | +331.8% |
| 5Y | +211.9% | +29.8% | +182.1% | +165.7% |
| All | +1,476.4% | +151.9% | +1,324.5% | +1,102.4% |
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