+80.6%
CRWD vs MMM
+22.1%
+58.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.5% | -11.0% | +0.2% |
| 7D | -9.6% | +12.2% | -21.9% | -7.6% |
| 30D | -11.6% | +18.8% | -30.5% | -8.8% |
| 3M | +14.1% | +7.4% | +6.7% | +16.3% |
| 6M | +105.4% | +38.3% | +67.1% | +114.8% |
| YTD | +105.6% | +22.9% | +82.8% | +112.1% |
| 1Y | +80.6% | +23.0% | +57.5% | +85.3% |
| All | +80.6% | +22.1% | +58.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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