-6.8%
CDW vs MULL
+1,303.2%
-1,310.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | +9.1% | +43.3% | -34.2% | +7.4% |
| 30D | +13.7% | -37.4% | +51.1% | +15.0% |
| 3M | +27.0% | -36.8% | +63.9% | +28.0% |
| 6M | +75.9% | -36.9% | +112.7% | +70.7% |
| YTD | +28.9% | +250.7% | -221.8% | +2.6% |
| 1Y | +19.6% | +337.6% | -318.0% | -8.8% |
| All | -6.8% | +1,303.2% | -1,310.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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