+344.2%
MCHP vs CDW
+1,030.0%
-685.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.2% |
| 7D | +5.7% | +9.3% | -3.6% | 0.0% |
| 30D | -13.4% | +14.4% | -27.8% | -21.0% |
| 3M | -20.1% | +21.4% | -41.5% | -31.0% |
| 6M | -35.5% | +72.8% | -108.3% | -58.3% |
| YTD | -1.6% | +28.0% | -29.6% | -25.4% |
| 1Y | +15.5% | +19.3% | -3.9% | -7.8% |
| 3Y | -13.2% | -15.3% | +2.1% | -10.8% |
| 5Y | -17.5% | -3.8% | -13.7% | -22.5% |
| 10Y | +136.0% | +318.5% | -182.6% | +3.6% |
| All | +344.2% | +1,030.0% | -685.7% | +58.4% |
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 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