-23.6%
CDW vs MDY
+45.8%
-69.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.5% |
| 7D | -4.2% | -0.8% | -3.5% | -3.5% |
| 30D | +4.9% | -3.9% | +8.7% | +8.8% |
| 3M | +7.3% | 0.0% | +7.3% | +7.2% |
| 6M | +19.2% | +8.5% | +10.6% | +9.3% |
| YTD | +6.2% | +13.2% | -7.0% | -6.5% |
| 1Y | -14.0% | +15.0% | -29.0% | -25.4% |
| 3Y | -30.0% | +49.6% | -79.6% | -52.5% |
| 5Y | -23.6% | +46.0% | -69.6% | -47.5% |
| All | -23.6% | +45.8% | -69.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling