+747.8%
MCK vs CDW
+837.2%
-89.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | -3.6% | -4.2% | +0.7% | -2.6% |
| 30D | +1.4% | +4.9% | -3.4% | 0.0% |
| 3M | +13.8% | +7.3% | +6.5% | +10.8% |
| 6M | -5.2% | +19.2% | -24.3% | -11.4% |
| YTD | +9.0% | +6.2% | +2.8% | +4.8% |
| 1Y | +26.9% | -14.0% | +40.9% | +28.6% |
| 3Y | +114.7% | -30.0% | +144.7% | +124.0% |
| 5Y | +347.1% | -23.6% | +370.7% | +341.4% |
| 10Y | +446.4% | +269.4% | +177.0% | +229.7% |
| All | +747.8% | +837.2% | -89.4% | +390.5% |
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