+216.1%
CRWD vs MLM
+41.9%
+174.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | -2.4% | -2.9% | +0.5% | -1.0% |
| 30D | +1.5% | -6.8% | +8.4% | +5.2% |
| 3M | +18.5% | -11.2% | +29.8% | +24.7% |
| 6M | +109.1% | -21.8% | +130.9% | +134.6% |
| YTD | +81.8% | -17.0% | +98.8% | +93.8% |
| 1Y | +106.7% | -16.4% | +123.0% | +118.4% |
| 3Y | +428.7% | +14.5% | +414.2% | +330.1% |
| All | +216.1% | +41.9% | +174.1% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling