-22.9%
CDW vs MTCH
-72.5%
+49.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | -7.4% | -1.4% | -5.9% | -7.0% |
| 30D | +5.8% | +13.6% | -7.8% | +2.5% |
| 3M | +10.8% | +22.4% | -11.6% | +5.4% |
| 6M | +21.5% | +37.2% | -15.7% | +12.2% |
| YTD | +6.4% | +31.8% | -25.4% | -0.9% |
| 1Y | -14.8% | +12.9% | -27.7% | -17.9% |
| 3Y | -29.9% | -1.1% | -28.7% | -32.3% |
| 5Y | -22.9% | -73.5% | +50.6% | -3.9% |
| All | -22.9% | -72.5% | +49.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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