+775.5%
CRWD vs MP
+278.3%
+497.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | +5.8% | +11.0% | -5.2% | +4.0% |
| 30D | -12.0% | -11.7% | -0.3% | -10.2% |
| 3M | +3.6% | -30.8% | +34.4% | +9.6% |
| 6M | +68.3% | -42.9% | +111.3% | +82.3% |
| YTD | +96.2% | -25.9% | +122.0% | +100.8% |
| 1Y | +68.4% | -37.3% | +105.7% | +76.6% |
| 3Y | +368.4% | +150.7% | +217.7% | +231.4% |
| 5Y | +223.4% | -19.3% | +242.7% | +185.8% |
| All | +775.5% | +278.3% | +497.2% | +626.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling