+292.6%
MCD vs CDW
+933.5%
-640.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +7.1% | +2.1% | +5.0% | +6.5% |
| 30D | +19.8% | +14.7% | +5.0% | +15.8% |
| 3M | +0.8% | +11.1% | -10.3% | -2.3% |
| 6M | -1.3% | +45.6% | -46.9% | -11.3% |
| YTD | -7.8% | +17.1% | -24.8% | -13.7% |
| 1Y | -5.0% | +13.2% | -18.1% | -10.3% |
| 3Y | +10.5% | -22.2% | +32.7% | +12.4% |
| 5Y | +22.0% | -10.1% | +32.1% | +16.3% |
| 10Y | +216.7% | +307.0% | -90.3% | +103.9% |
| All | +292.6% | +933.5% | -640.9% | +124.9% |
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 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