-15.3%
CDW vs MDY
+56.8%
-72.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | +9.3% | +2.3% | +7.1% | +7.1% |
| 30D | +14.4% | +2.0% | +12.4% | +12.6% |
| 3M | +21.4% | -5.6% | +27.1% | +28.3% |
| 6M | +72.8% | +1.3% | +71.5% | +70.9% |
| YTD | +28.0% | +12.3% | +15.7% | +13.6% |
| 1Y | +19.3% | +15.8% | +3.6% | +2.7% |
| 3Y | -15.3% | +56.5% | -71.8% | -42.0% |
| All | -15.3% | +56.8% | -72.1% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling