+216.1%
CRWD vs MP
+58.1%
+158.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -2.4% | -2.9% | +0.4% | -2.0% |
| 30D | +1.5% | +13.8% | -12.3% | -0.8% |
| 3M | +18.5% | -16.7% | +35.2% | +21.3% |
| 6M | +109.1% | -11.5% | +120.6% | +109.4% |
| YTD | +81.8% | +7.9% | +73.9% | +75.3% |
| 1Y | +106.7% | -15.0% | +121.7% | +103.4% |
| 3Y | +428.7% | +153.5% | +275.2% | +272.7% |
| All | +216.1% | +58.1% | +158.0% | +155.1% |
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