+211.3%
MCD vs CDW
+325.6%
-114.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.1% | +0.7% |
| 7D | +5.9% | +9.3% | -3.4% | +3.7% |
| 30D | +19.6% | +15.8% | +3.9% | +15.4% |
| 3M | +3.3% | +21.8% | -18.5% | -2.1% |
| 6M | +3.5% | +58.8% | -55.3% | -9.2% |
| YTD | -6.1% | +22.8% | -28.9% | -13.2% |
| 1Y | -3.7% | +17.9% | -21.6% | -10.1% |
| 3Y | +13.4% | -17.4% | +30.8% | +13.8% |
| 5Y | +25.2% | -5.7% | +30.9% | +17.5% |
| 10Y | +211.3% | +319.5% | -108.2% | +105.4% |
| All | +211.3% | +325.6% | -114.4% | +105.4% |
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