-10.5%
MDB vs CDW
-14.3%
+3.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +0.8% |
| 7D | +3.0% | +2.6% | +0.4% | +1.8% |
| 30D | -11.3% | +20.4% | -31.7% | -19.6% |
| 3M | -23.0% | +28.5% | -51.5% | -32.4% |
| 6M | +14.8% | +70.6% | -55.9% | -12.4% |
| YTD | -19.4% | +29.1% | -48.5% | -31.6% |
| 1Y | -9.0% | +23.8% | -32.8% | -20.9% |
| All | -10.5% | -14.3% | +3.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling