+70.1%
MA vs CDW
-15.4%
+85.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | +1.8% | +13.1% | -11.3% | -0.4% |
| 30D | +11.8% | +19.1% | -7.3% | +8.4% |
| 3M | +17.2% | +24.7% | -7.6% | +12.3% |
| 6M | +33.4% | +63.4% | -30.0% | +20.7% |
| YTD | +16.1% | +26.3% | -10.2% | +9.5% |
| 1Y | +19.9% | +20.6% | -0.7% | +14.2% |
| 3Y | +70.1% | -16.3% | +86.4% | +66.9% |
| All | +70.1% | -15.4% | +85.5% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling