+1,340.4%
CRWD vs MPC
+924.4%
+416.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -2.8% | +1.2% | -4.1% | -3.1% |
| 30D | -5.9% | +17.0% | -22.8% | -8.9% |
| 3M | +29.0% | +49.5% | -20.5% | +18.5% |
| 6M | +91.5% | +83.5% | +7.9% | +68.3% |
| YTD | +78.2% | +144.1% | -65.9% | +47.6% |
| 1Y | +96.6% | +119.6% | -23.0% | +66.1% |
| 3Y | +397.0% | +168.1% | +229.0% | +297.3% |
| 5Y | +218.9% | +671.3% | -452.5% | +111.2% |
| All | +1,340.4% | +924.4% | +416.1% | +610.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling