+863.2%
CDW vs MTB
+212.6%
+650.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.2% | +1.7% | +1.4% | +2.4% |
| 30D | +9.3% | -4.2% | +13.5% | +11.2% |
| 3M | +9.8% | +8.9% | +0.9% | +5.7% |
| 6M | +23.3% | +10.9% | +12.5% | +17.5% |
| YTD | +13.7% | +21.5% | -7.8% | +4.1% |
| 1Y | -6.5% | +21.9% | -28.4% | -14.6% |
| 3Y | -25.2% | +109.2% | -134.5% | -46.4% |
| 5Y | -19.5% | +102.0% | -121.5% | -43.6% |
| 10Y | +285.8% | +171.9% | +113.9% | +121.7% |
| All | +863.2% | +212.6% | +650.6% | +443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling