-17.4%
CDW vs MKC
-20.6%
+3.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.0% |
| 7D | +9.3% | -1.9% | +11.2% | +9.7% |
| 30D | +15.8% | +8.0% | +7.8% | +14.5% |
| 3M | +21.8% | -8.6% | +30.4% | +23.3% |
| 6M | +58.8% | +1.1% | +57.7% | +58.0% |
| YTD | +22.8% | -27.7% | +50.4% | +28.1% |
| 1Y | +17.9% | -23.7% | +41.6% | +21.8% |
| 3Y | -17.4% | -19.4% | +2.0% | -15.1% |
| All | -17.4% | -20.6% | +3.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling