+875.5%
MDB vs CDW
+157.2%
+718.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.3% |
| 7D | -11.4% | +2.1% | -13.5% | -13.2% |
| 30D | -13.8% | +14.7% | -28.6% | -21.9% |
| 3M | -15.5% | +11.1% | -26.6% | -22.2% |
| 6M | +17.9% | +45.6% | -27.6% | -9.7% |
| YTD | -25.5% | +17.1% | -42.6% | -36.7% |
| 1Y | -12.1% | +13.2% | -25.2% | -23.6% |
| 3Y | -5.9% | -22.2% | +16.3% | +2.1% |
| 5Y | -43.7% | -10.1% | -33.6% | -44.0% |
| All | +875.5% | +157.2% | +718.3% | +365.7% |
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