+427.0%
MCK vs CDW
+300.6%
+126.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -1.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | +0.4% | +13.1% | -12.6% | -2.9% |
| 3M | +12.1% | +19.7% | -7.6% | +6.2% |
| 6M | -5.4% | +30.7% | -36.2% | -13.6% |
| YTD | +7.8% | +14.7% | -6.9% | +1.6% |
| 1Y | +22.9% | -5.3% | +28.3% | +21.7% |
| 3Y | +110.7% | -23.8% | +134.6% | +115.2% |
| 5Y | +346.2% | -16.8% | +363.0% | +329.6% |
| All | +427.0% | +300.6% | +126.5% | +255.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling