+80.6%
CRWD vs MPC
+122.9%
-42.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.1% | +6.6% | -0.8% |
| 7D | -9.6% | -10.9% | +1.3% | -8.7% |
| 30D | -11.6% | -9.4% | -2.2% | -11.2% |
| 3M | +14.1% | +26.0% | -11.9% | +7.7% |
| 6M | +105.4% | +56.5% | +48.9% | +86.1% |
| YTD | +105.6% | +144.3% | -38.6% | +80.4% |
| 1Y | +80.6% | +117.2% | -36.7% | +60.0% |
| All | +80.6% | +122.9% | -42.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling