+863.2%
CDW vs MDY
+287.4%
+575.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.2% | +0.1% | +3.0% | +3.0% |
| 30D | +9.3% | -1.5% | +10.8% | +10.8% |
| 3M | +9.8% | +0.8% | +9.0% | +8.8% |
| 6M | +23.3% | +7.4% | +15.9% | +14.2% |
| YTD | +13.7% | +15.2% | -1.5% | -1.6% |
| 1Y | -6.5% | +16.5% | -23.0% | -19.9% |
| 3Y | -25.2% | +46.8% | -72.0% | -48.5% |
| 5Y | -19.5% | +46.0% | -65.5% | -44.4% |
| 10Y | +285.8% | +172.1% | +113.7% | +51.6% |
| All | +863.2% | +287.4% | +575.9% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling