+1,340.4%
CRWD vs MMM
+47.6%
+1,292.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.8% | -3.2% | +0.4% | -2.1% |
| 30D | -5.9% | -10.7% | +4.8% | -3.5% |
| 3M | +29.0% | +4.3% | +24.7% | +27.4% |
| 6M | +91.5% | +5.9% | +85.6% | +88.0% |
| YTD | +78.2% | +3.2% | +75.1% | +75.5% |
| 1Y | +96.6% | +8.0% | +88.6% | +91.1% |
| 3Y | +397.0% | +99.1% | +297.9% | +321.1% |
| 5Y | +218.9% | +25.7% | +193.1% | +187.4% |
| All | +1,340.4% | +47.6% | +1,292.8% | +1,094.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling