+1,049.8%
MDB vs CDW
+149.6%
+900.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -17.4% | +3.2% | -20.6% | -19.0% |
| 30D | -2.0% | +9.3% | -11.3% | -7.6% |
| 3M | -3.0% | +9.8% | -12.8% | -9.7% |
| 6M | +48.7% | +23.3% | +25.3% | +24.8% |
| YTD | -12.1% | +13.7% | -25.8% | -22.8% |
| 1Y | +14.5% | -6.5% | +21.0% | +14.0% |
| 3Y | -6.1% | -25.2% | +19.1% | +6.0% |
| 5Y | -27.3% | -19.5% | -7.8% | -21.9% |
| All | +1,049.8% | +149.6% | +900.2% | +467.5% |
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