+0.5%
MCHP vs CDW
-29.2%
+29.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +1.3% |
| 7D | +2.8% | -3.9% | +6.6% | +4.5% |
| 30D | -12.8% | +6.9% | -19.7% | -16.0% |
| 3M | -19.2% | +7.7% | -26.9% | -24.0% |
| 6M | +14.5% | +18.3% | -3.8% | -4.5% |
| YTD | +17.1% | +7.8% | +9.4% | +3.8% |
| 1Y | +15.3% | -12.2% | +27.5% | +23.0% |
| 3Y | +0.5% | -28.9% | +29.4% | +15.3% |
| All | +0.5% | -29.2% | +29.7% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling