+1,340.4%
CRWD vs MRK
+128.4%
+1,212.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -2.8% | -5.0% | +2.2% | -2.3% |
| 30D | -5.9% | +11.0% | -16.8% | -7.5% |
| 3M | +29.0% | +22.4% | +6.6% | +24.6% |
| 6M | +91.5% | +25.4% | +66.1% | +83.5% |
| YTD | +78.2% | +39.5% | +38.7% | +66.1% |
| 1Y | +96.6% | +78.0% | +18.7% | +72.5% |
| 3Y | +397.0% | +45.5% | +351.5% | +354.0% |
| 5Y | +218.9% | +130.3% | +88.6% | +132.5% |
| All | +1,340.4% | +128.4% | +1,212.1% | +997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling