+225.5%
CRWD vs MMM
+26.9%
+198.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -3.0% | -2.1% | -0.9% | -2.4% |
| 30D | -6.8% | -9.8% | +3.1% | -4.2% |
| 3M | +19.6% | +4.9% | +14.7% | +17.6% |
| 6M | +87.1% | +7.3% | +79.7% | +82.1% |
| YTD | +76.4% | +4.5% | +71.9% | +72.3% |
| 1Y | +90.8% | +5.4% | +85.5% | +85.6% |
| 3Y | +380.0% | +98.6% | +281.4% | +282.8% |
| All | +225.5% | +26.9% | +198.7% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling