+1,457.0%
CRWD vs MPC
+916.9%
+540.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -7.7% | -8.8% | +1.1% | -6.0% |
| 30D | -17.9% | -14.4% | -3.5% | -15.6% |
| 3M | +0.3% | +21.9% | -21.7% | -4.3% |
| 6M | +71.1% | +60.1% | +11.0% | +54.2% |
| YTD | +92.6% | +142.3% | -49.7% | +59.0% |
| 1Y | +62.0% | +101.7% | -39.7% | +38.6% |
| 3Y | +360.0% | +184.8% | +175.2% | +262.1% |
| 5Y | +220.7% | +564.6% | -343.9% | +116.4% |
| All | +1,457.0% | +916.9% | +540.1% | +665.1% |
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