+269.4%
CDW vs MKC
+26.7%
+242.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -4.2% | -4.3% | +0.1% | -3.1% |
| 30D | +4.9% | -3.1% | +8.0% | +5.6% |
| 3M | +7.3% | +6.8% | +0.5% | +5.0% |
| 6M | +19.2% | -18.3% | +37.5% | +25.4% |
| YTD | +6.2% | -23.1% | +29.2% | +13.2% |
| 1Y | -14.0% | -23.7% | +9.7% | -8.3% |
| 3Y | -30.0% | -31.0% | +1.0% | -24.0% |
| 5Y | -23.6% | -33.5% | +9.9% | -17.3% |
| 10Y | +269.4% | +30.3% | +239.1% | +246.1% |
| All | +269.4% | +26.7% | +242.7% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling