+106.7%
CRWD vs MRK
+84.5%
+22.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.4% |
| 7D | -2.4% | +1.3% | -3.8% | -1.8% |
| 30D | +1.5% | +17.1% | -15.6% | +7.7% |
| 3M | +18.5% | +25.9% | -7.4% | +29.0% |
| 6M | +109.1% | +26.8% | +82.3% | +129.3% |
| YTD | +81.8% | +44.9% | +36.9% | +100.2% |
| 1Y | +106.7% | +84.8% | +21.8% | +124.8% |
| All | +106.7% | +84.5% | +22.2% | +124.8% |
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