-22.8%
CDW vs MKC
-33.2%
+10.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -5.1% |
| 7D | -3.9% | -4.3% | +0.5% | -3.1% |
| 30D | +6.9% | -2.0% | +8.9% | +7.1% |
| 3M | +7.7% | +10.0% | -2.3% | +5.5% |
| 6M | +18.3% | -18.5% | +36.8% | +22.6% |
| YTD | +7.8% | -22.4% | +30.2% | +12.4% |
| 1Y | -12.2% | -23.6% | +11.5% | -8.3% |
| 3Y | -28.9% | -30.4% | +1.5% | -24.4% |
| 5Y | -22.8% | -34.2% | +11.4% | -18.8% |
| All | -22.8% | -33.2% | +10.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling