+404.9%
MAS vs CDW
+903.1%
-498.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.8% | +3.2% | -3.9% | -2.1% |
| 30D | -5.6% | +9.3% | -14.8% | -9.5% |
| 3M | +4.4% | +9.8% | -5.3% | -1.3% |
| 6M | +7.2% | +23.3% | -16.1% | -6.5% |
| YTD | +16.1% | +13.7% | +2.5% | +4.7% |
| 1Y | +0.1% | -6.5% | +6.6% | -1.7% |
| 3Y | +28.3% | -25.2% | +53.5% | +37.2% |
| 5Y | +30.5% | -19.5% | +50.0% | +32.7% |
| 10Y | +139.1% | +285.8% | -146.7% | +22.9% |
| All | +404.9% | +903.1% | -498.2% | +134.3% |
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