+832.1%
MCO vs CDW
+903.1%
-71.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -4.2% | +3.2% | -7.3% | -5.5% |
| 30D | +2.2% | +9.3% | -7.1% | -2.2% |
| 3M | +10.1% | +9.8% | +0.3% | +3.9% |
| 6M | +5.3% | +23.3% | -18.1% | -8.1% |
| YTD | -2.7% | +13.7% | -16.4% | -12.3% |
| 1Y | -0.4% | -6.5% | +6.1% | -2.1% |
| 3Y | +49.0% | -25.2% | +74.3% | +58.4% |
| 5Y | +33.6% | -19.5% | +53.1% | +34.2% |
| 10Y | +395.3% | +285.8% | +109.5% | +141.5% |
| All | +832.1% | +903.1% | -71.0% | +266.2% |
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 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