+225.5%
CRWD vs MTZ
+168.2%
+57.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -2.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.5% |
| 30D | -6.8% | -14.5% | +7.7% | -2.6% |
| 3M | +19.6% | -32.9% | +52.5% | +31.5% |
| 6M | +87.1% | -20.8% | +107.9% | +90.9% |
| YTD | +76.4% | +10.6% | +65.8% | +58.4% |
| 1Y | +90.8% | +27.1% | +63.7% | +62.4% |
| 3Y | +380.0% | +166.1% | +213.8% | +210.1% |
| All | +225.5% | +168.2% | +57.3% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling