+80.6%
CRWD vs MRK
+87.2%
-6.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | +0.3% |
| 7D | -9.6% | +6.7% | -16.3% | -6.7% |
| 30D | -11.6% | +7.8% | -19.4% | -8.2% |
| 3M | +14.1% | +18.2% | -4.1% | +24.2% |
| 6M | +105.4% | +34.7% | +70.8% | +139.4% |
| YTD | +105.6% | +45.8% | +59.9% | +138.0% |
| 1Y | +80.6% | +84.6% | -4.0% | +111.0% |
| All | +80.6% | +87.2% | -6.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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