+1,333.1%
CRWD vs MTZ
+390.8%
+942.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.5% |
| 7D | +2.2% | +2.3% | -0.1% | +1.5% |
| 30D | -7.7% | -10.3% | +2.6% | -5.4% |
| 3M | +28.9% | -31.8% | +60.7% | +39.1% |
| 6M | +91.5% | -19.2% | +110.6% | +94.9% |
| YTD | +77.3% | +10.7% | +66.6% | +64.5% |
| 1Y | +96.3% | +37.5% | +58.7% | +71.0% |
| 3Y | +394.5% | +162.4% | +232.1% | +257.6% |
| 5Y | +213.5% | +166.3% | +47.1% | +121.1% |
| All | +1,333.1% | +390.8% | +942.3% | +801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling