+85.4%
CRWD vs MP
-49.0%
+134.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -1.5% |
| 7D | -13.4% | -10.5% | -2.9% | -10.8% |
| 30D | -18.3% | -23.5% | +5.3% | -12.7% |
| 3M | +4.6% | -25.4% | +30.0% | +10.9% |
| 6M | +85.4% | -51.3% | +136.6% | +109.3% |
| All | +85.4% | -49.0% | +134.4% | +109.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling