-40.3%
MDB vs CDW
-2.2%
-38.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +0.4% |
| 7D | +3.0% | +2.6% | +0.4% | +1.3% |
| 30D | -11.3% | +20.4% | -31.7% | -22.8% |
| 3M | -23.0% | +28.5% | -51.5% | -36.1% |
| 6M | +14.8% | +70.6% | -55.9% | -23.4% |
| YTD | -19.4% | +29.1% | -48.5% | -37.2% |
| 1Y | -9.0% | +23.8% | -32.8% | -26.6% |
| 3Y | -10.3% | -14.5% | +4.2% | -8.3% |
| All | -40.3% | -2.2% | -38.1% | -50.3% |
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