+80.6%
CRWD vs MTZ
-14.7%
+95.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.4% | +13.9% | -1.1% |
| 7D | -9.6% | -7.4% | -2.2% | -9.4% |
| 30D | -11.6% | -23.6% | +12.0% | -10.9% |
| 3M | +14.1% | -38.3% | +52.4% | +15.8% |
| 6M | +105.4% | -60.6% | +166.0% | +109.1% |
| YTD | +105.6% | -22.9% | +128.5% | +80.1% |
| 1Y | +80.6% | -14.3% | +94.8% | +48.5% |
| All | +80.6% | -14.7% | +95.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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