-6.5%
CDW vs MKC
-23.4%
+16.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +3.2% | -5.9% | +9.0% | +3.9% |
| 30D | +9.3% | -0.9% | +10.2% | +9.1% |
| 3M | +9.8% | +12.7% | -2.9% | +8.1% |
| 6M | +23.3% | -19.3% | +42.6% | +24.7% |
| YTD | +13.7% | -22.2% | +35.8% | +13.9% |
| 1Y | -6.5% | -23.3% | +16.9% | -6.1% |
| All | -6.5% | -23.4% | +16.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling