+80.6%
CRWD vs MP
-35.7%
+116.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -0.5% |
| 7D | -9.6% | -12.5% | +2.9% | -7.3% |
| 30D | -11.6% | -23.3% | +11.7% | -7.2% |
| 3M | +14.1% | -24.4% | +38.5% | +19.3% |
| 6M | +105.4% | -45.8% | +151.2% | +124.2% |
| YTD | +105.6% | -28.9% | +134.6% | +110.9% |
| 1Y | +80.6% | -34.6% | +115.1% | +86.8% |
| All | +80.6% | -35.7% | +116.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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