+999.3%
MA vs CDW
+903.1%
+96.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | +3.2% | -5.9% | -4.1% |
| 30D | +1.5% | +9.3% | -7.8% | -2.8% |
| 3M | +20.4% | +9.8% | +10.6% | +13.9% |
| 6M | +11.1% | +23.3% | -12.2% | -2.9% |
| YTD | +2.0% | +13.7% | -11.7% | -8.1% |
| 1Y | -2.2% | -6.5% | +4.3% | -4.0% |
| 3Y | +41.9% | -25.2% | +67.1% | +49.3% |
| 5Y | +75.4% | -19.5% | +94.8% | +73.5% |
| 10Y | +527.5% | +285.8% | +241.7% | +215.5% |
| All | +999.3% | +903.1% | +96.2% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling