+1,369.7%
CRWD vs MMM
+52.8%
+1,316.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +1.5% | -7.0% | +8.6% | +3.2% |
| 3M | +18.5% | +10.8% | +7.7% | +15.5% |
| 6M | +109.1% | +5.8% | +103.3% | +105.4% |
| YTD | +81.8% | +6.8% | +75.1% | +77.7% |
| 1Y | +106.7% | +10.4% | +96.3% | +100.0% |
| 3Y | +428.7% | +104.7% | +324.0% | +345.2% |
| 5Y | +206.4% | +23.6% | +182.8% | +175.6% |
| All | +1,369.7% | +52.8% | +1,316.9% | +1,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling