+1,340.4%
CRWD vs MTCH
-37.6%
+1,378.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -5.9% | +13.6% | -19.5% | -10.7% |
| 3M | +29.0% | +22.4% | +6.6% | +18.5% |
| 6M | +91.5% | +37.2% | +54.3% | +68.3% |
| YTD | +78.2% | +31.8% | +46.4% | +58.6% |
| 1Y | +96.6% | +12.9% | +83.7% | +85.0% |
| 3Y | +397.0% | -1.1% | +398.1% | +365.7% |
| 5Y | +218.9% | -73.5% | +292.4% | +382.5% |
| All | +1,340.4% | -37.6% | +1,378.0% | +1,489.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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