+263.0%
MCD vs CDW
+903.1%
-640.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.8% | +3.2% | -6.0% | -3.5% |
| 30D | -6.0% | +9.3% | -15.3% | -8.2% |
| 3M | -5.6% | +9.8% | -15.4% | -8.4% |
| 6M | -21.9% | +23.3% | -45.2% | -27.3% |
| YTD | -14.7% | +13.7% | -28.4% | -19.3% |
| 1Y | -17.3% | -6.5% | -10.8% | -17.9% |
| 3Y | -2.2% | -25.2% | +23.1% | +0.9% |
| 5Y | +20.3% | -19.5% | +39.8% | +18.7% |
| 10Y | +180.7% | +285.8% | -105.1% | +83.6% |
| All | +263.0% | +903.1% | -640.1% | +110.3% |
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