+294.8%
MCD vs CDW
+942.7%
-647.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | +0.6% |
| 7D | +8.0% | -4.1% | +12.1% | +8.8% |
| 30D | +19.6% | +16.7% | +2.9% | +15.2% |
| 3M | +2.2% | +13.6% | -11.4% | -1.5% |
| 6M | -1.1% | +17.0% | -18.2% | -6.9% |
| YTD | -7.2% | +18.1% | -25.4% | -13.4% |
| 1Y | -6.7% | +10.5% | -17.2% | -11.4% |
| 3Y | +11.6% | -20.9% | +32.5% | +13.0% |
| 5Y | +22.6% | -9.3% | +32.0% | +16.7% |
| 10Y | +218.4% | +310.6% | -92.2% | +104.6% |
| All | +294.8% | +942.7% | -647.9% | +125.7% |
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