+382.4%
CRWD vs MMM
+99.5%
+282.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +2.2% | -2.6% | +4.7% | +2.7% |
| 30D | -7.7% | -9.3% | +1.6% | -5.7% |
| 3M | +28.9% | +5.6% | +23.3% | +26.9% |
| 6M | +91.5% | +9.5% | +82.0% | +86.2% |
| YTD | +77.3% | +4.1% | +73.2% | +74.1% |
| 1Y | +96.3% | +9.4% | +86.9% | +89.5% |
| All | +382.4% | +99.5% | +282.9% | +337.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling