+770.6%
CRWD vs MP
+281.3%
+489.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.6% | -1.2% | +4.3% |
| 7D | -5.5% | -1.6% | -3.9% | -5.2% |
| 30D | -16.9% | -18.2% | +1.3% | -14.1% |
| 3M | +6.6% | -26.1% | +32.7% | +11.5% |
| 6M | +73.2% | -44.0% | +117.3% | +88.1% |
| YTD | +95.1% | -25.3% | +120.3% | +99.4% |
| 1Y | +69.4% | -35.6% | +105.0% | +76.7% |
| 3Y | +379.3% | +147.1% | +232.2% | +240.5% |
| 5Y | +211.9% | -11.3% | +223.1% | +171.4% |
| All | +770.6% | +281.3% | +489.3% | +621.3% |
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 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