+569.6%
MA vs CDW
+338.4%
+231.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.7% |
| 7D | -1.8% | +2.6% | -4.3% | -3.0% |
| 30D | +11.0% | +20.4% | -9.4% | +1.8% |
| 3M | +17.9% | +28.5% | -10.6% | +3.8% |
| 6M | +33.2% | +70.6% | -37.5% | +0.4% |
| YTD | +16.5% | +29.1% | -12.6% | -2.3% |
| 1Y | +19.1% | +23.8% | -4.7% | +1.9% |
| 3Y | +70.6% | -14.5% | +85.0% | +68.1% |
| 5Y | +92.1% | -1.6% | +93.7% | +69.5% |
| 10Y | +569.6% | +322.0% | +247.6% | +242.8% |
| All | +569.6% | +338.4% | +231.2% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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