+96.6%
CRWD vs MMM
+8.3%
+88.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -2.8% | -3.2% | +0.4% | -3.0% |
| 30D | -5.9% | -10.7% | +4.8% | -6.5% |
| 3M | +29.0% | +4.3% | +24.7% | +29.7% |
| 6M | +91.5% | +5.9% | +85.6% | +92.3% |
| YTD | +78.2% | +3.2% | +75.1% | +78.7% |
| 1Y | +96.6% | +8.0% | +88.6% | +95.4% |
| All | +96.6% | +8.3% | +88.3% | +95.4% |
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