-14.0%
CDW vs MULL
+2,529.3%
-2,543.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -1.4% |
| 7D | -4.2% | +14.8% | -19.0% | -4.1% |
| 30D | +4.9% | +36.6% | -31.7% | +5.2% |
| 3M | +7.3% | -8.9% | +16.2% | +7.1% |
| 6M | +19.2% | +311.9% | -292.8% | +18.7% |
| YTD | +6.2% | +579.8% | -573.7% | +0.4% |
| 1Y | -14.0% | +2,421.5% | -2,435.6% | -22.4% |
| All | -14.0% | +2,529.3% | -2,543.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling