-24.7%
MDB vs CDW
-19.1%
-5.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -17.4% | +3.2% | -20.6% | -19.1% |
| 30D | -2.0% | +9.3% | -11.3% | -8.0% |
| 3M | -3.0% | +9.8% | -12.8% | -10.4% |
| 6M | +48.7% | +23.3% | +25.3% | +22.0% |
| YTD | -12.1% | +13.7% | -25.8% | -24.0% |
| 1Y | +14.5% | -6.5% | +21.0% | +15.2% |
| 3Y | -6.1% | -25.2% | +19.1% | +6.9% |
| All | -24.7% | -19.1% | -5.6% | -25.6% |
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