+994.1%
CDW vs MKC
+73.5%
+920.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.6% | -7.0% | +9.6% | +4.8% |
| 30D | +20.4% | +4.1% | +16.3% | +18.9% |
| 3M | +28.5% | -10.3% | +38.8% | +32.2% |
| 6M | +70.6% | +1.7% | +68.9% | +68.7% |
| YTD | +29.1% | -29.1% | +58.2% | +41.5% |
| 1Y | +23.8% | -26.0% | +49.8% | +33.7% |
| 3Y | -14.5% | -21.5% | +7.0% | -11.2% |
| 5Y | -1.6% | -35.0% | +33.5% | +7.0% |
| 10Y | +322.0% | +25.6% | +296.4% | +252.3% |
| All | +994.1% | +73.5% | +920.5% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling