+699.9%
CRWD vs MP
+459.3%
+240.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.7% |
| 7D | -2.3% | +3.0% | -5.4% | -2.9% |
| 30D | -2.1% | +8.3% | -10.4% | -3.5% |
| 3M | +27.5% | -3.8% | +31.4% | +27.5% |
| 6M | +95.8% | -4.9% | +100.7% | +94.0% |
| YTD | +79.2% | +9.6% | +69.6% | +72.5% |
| 1Y | +96.3% | -11.7% | +108.0% | +92.2% |
| 3Y | +399.8% | +158.5% | +241.3% | +261.2% |
| 5Y | +216.7% | +68.9% | +147.8% | +148.4% |
| All | +699.9% | +459.3% | +240.6% | +523.9% |
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