+379.3%
CRWD vs MPC
+187.3%
+192.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +4.3% |
| 7D | -5.5% | -9.4% | +3.9% | -3.4% |
| 30D | -16.9% | -14.3% | -2.6% | -14.2% |
| 3M | +6.6% | +31.1% | -24.5% | -2.1% |
| 6M | +73.2% | +60.3% | +13.0% | +50.1% |
| YTD | +95.1% | +142.5% | -47.5% | +49.4% |
| 1Y | +69.4% | +104.6% | -35.2% | +36.4% |
| 3Y | +379.3% | +191.7% | +187.6% | +260.7% |
| All | +379.3% | +187.3% | +192.1% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling