+27.5%
MCO vs CDW
-23.8%
+51.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -7.3% | -7.4% | 0.0% | -4.8% |
| 30D | -1.7% | +5.8% | -7.6% | -4.0% |
| 3M | +3.9% | +10.8% | -6.9% | -1.3% |
| 6M | +3.8% | +21.5% | -17.7% | -7.4% |
| YTD | -7.9% | +6.4% | -14.3% | -13.3% |
| 1Y | -6.8% | -14.8% | +7.9% | -3.3% |
| 3Y | +40.9% | -29.9% | +70.8% | +53.6% |
| 5Y | +27.5% | -22.9% | +50.4% | +25.2% |
| All | +27.5% | -23.8% | +51.3% | +25.2% |
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