+1,325.8%
CRWD vs MXL
+238.0%
+1,087.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -2.6% |
| 7D | -3.0% | +18.9% | -21.8% | -6.6% |
| 30D | -6.8% | +0.3% | -7.1% | -7.7% |
| 3M | +19.6% | -8.0% | +27.6% | +15.8% |
| 6M | +87.1% | +341.2% | -254.2% | +9.6% |
| YTD | +76.4% | +327.8% | -251.4% | +3.1% |
| 1Y | +90.8% | +364.9% | -274.1% | +7.4% |
| 3Y | +380.0% | +229.2% | +150.8% | +155.3% |
| 5Y | +215.6% | +42.8% | +172.9% | +111.0% |
| All | +1,325.8% | +238.0% | +1,087.8% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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