+43.5%
MAS vs CDW
-8.7%
+52.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.7% | -1.1% |
| 7D | +4.6% | -4.1% | +8.7% | +5.9% |
| 30D | +19.9% | +16.7% | +3.1% | +12.6% |
| 3M | +8.9% | +13.6% | -4.7% | +2.5% |
| 6M | +20.2% | +17.0% | +3.1% | +7.8% |
| YTD | +33.9% | +18.1% | +15.8% | +18.5% |
| 1Y | +34.7% | +10.5% | +24.2% | +23.5% |
| 3Y | +60.4% | -20.9% | +81.3% | +69.5% |
| 5Y | +43.5% | -9.3% | +52.8% | +33.9% |
| All | +43.5% | -8.7% | +52.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling