-5.7%
CDW vs MTB
+67.9%
-73.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.6% | +3.9% |
| 7D | +9.3% | -0.8% | +10.1% | +9.8% |
| 30D | +15.8% | +2.4% | +13.4% | +14.9% |
| 3M | +21.8% | -10.5% | +32.3% | +27.3% |
| 6M | +58.8% | +6.4% | +52.4% | +54.7% |
| YTD | +22.8% | +12.8% | +10.0% | +16.6% |
| 1Y | +17.9% | +23.3% | -5.4% | +8.0% |
| 3Y | -17.4% | +108.2% | -125.7% | -37.4% |
| 5Y | -5.7% | +68.6% | -74.3% | -26.0% |
| All | -5.7% | +67.9% | -73.7% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling