+415.3%
CRWD vs MLM
+15.1%
+400.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | +1.5% | -6.8% | +8.4% | +3.8% |
| 3M | +18.5% | -11.2% | +29.8% | +22.2% |
| 6M | +109.1% | -21.8% | +130.9% | +125.9% |
| YTD | +81.8% | -17.0% | +98.8% | +88.6% |
| 1Y | +106.7% | -16.4% | +123.0% | +112.8% |
| All | +415.3% | +15.1% | +400.1% | +327.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling