+339.0%
MCK vs CDW
-17.6%
+356.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.8% | -0.7% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | +0.4% | +13.1% | -12.6% | -0.9% |
| 3M | +12.1% | +19.7% | -7.6% | +9.5% |
| 6M | -5.4% | +30.7% | -36.2% | -8.7% |
| YTD | +7.8% | +14.7% | -6.9% | +5.4% |
| 1Y | +22.9% | -5.3% | +28.3% | +22.6% |
| 3Y | +110.7% | -23.8% | +134.6% | +112.4% |
| All | +339.0% | -17.6% | +356.6% | +326.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling