+206.6%
CRWD vs MP
-5.6%
+212.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -1.0% |
| 7D | -13.4% | -10.5% | -2.9% | -11.7% |
| 30D | -18.3% | -23.5% | +5.3% | -14.5% |
| 3M | +4.6% | -25.4% | +30.0% | +9.4% |
| 6M | +85.4% | -51.3% | +136.6% | +106.2% |
| YTD | +85.1% | -29.9% | +115.0% | +91.3% |
| 1Y | +62.9% | -31.8% | +94.8% | +68.5% |
| 3Y | +364.5% | +127.0% | +237.5% | +212.6% |
| All | +206.6% | -5.6% | +212.2% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling