+711.7%
CRWD vs MP
+450.8%
+260.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +109.5% |
| YTD | +81.8% | +7.9% | +73.9% | +75.5% |
| 1Y | +106.7% | -15.0% | +121.7% | +103.7% |
| 3Y | +428.7% | +153.5% | +275.2% | +283.4% |
| 5Y | +206.4% | +58.7% | +147.7% | +142.5% |
| All | +711.7% | +450.8% | +260.8% | +534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling