+269.4%
CDW vs MTB
+172.8%
+96.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -4.2% | +1.1% | -5.3% | -4.6% |
| 30D | +4.9% | -4.6% | +9.5% | +6.9% |
| 3M | +7.3% | +6.3% | +1.0% | +4.4% |
| 6M | +19.2% | +15.6% | +3.6% | +11.5% |
| YTD | +6.2% | +20.6% | -14.4% | -2.5% |
| 1Y | -14.0% | +22.5% | -36.5% | -21.7% |
| 3Y | -30.0% | +114.4% | -144.4% | -50.3% |
| 5Y | -23.6% | +101.9% | -125.5% | -46.6% |
| 10Y | +269.4% | +170.4% | +99.0% | +117.2% |
| All | +269.4% | +172.8% | +96.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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