+216.7%
CRWD vs MPC
+655.4%
-438.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | -2.3% | +3.9% | -6.2% | -3.4% |
| 30D | -2.1% | +33.8% | -35.8% | -9.9% |
| 3M | +27.5% | +49.9% | -22.3% | +13.3% |
| 6M | +95.8% | +80.9% | +14.9% | +64.0% |
| YTD | +79.2% | +147.4% | -68.2% | +36.7% |
| 1Y | +96.3% | +123.2% | -26.9% | +53.8% |
| 3Y | +399.8% | +171.7% | +228.1% | +257.2% |
| 5Y | +216.7% | +678.6% | -461.8% | +73.0% |
| All | +216.7% | +655.4% | -438.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling