+380.0%
CRWD vs MRK
+44.4%
+335.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.1% |
| 7D | -3.0% | -4.3% | +1.3% | -3.5% |
| 30D | -6.8% | +8.3% | -15.1% | -6.0% |
| 3M | +19.6% | +20.0% | -0.5% | +21.5% |
| 6M | +87.1% | +25.7% | +61.4% | +90.5% |
| YTD | +76.4% | +38.7% | +37.7% | +78.2% |
| 1Y | +90.8% | +74.7% | +16.1% | +89.1% |
| 3Y | +380.0% | +45.4% | +334.6% | +434.1% |
| All | +380.0% | +44.4% | +335.6% | +434.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling