+19.9%
MDT vs CDW
+13.2%
+6.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.7% | -6.5% | +5.3% |
| 7D | +10.7% | +3.7% | +7.0% | +10.2% |
| 30D | +19.3% | +26.0% | -6.7% | +18.1% |
| 3M | +22.8% | +10.1% | +12.7% | +22.0% |
| 6M | +36.4% | +26.1% | +10.3% | +35.0% |
| YTD | +12.1% | +25.9% | -13.8% | +11.3% |
| 1Y | +19.9% | +21.5% | -1.6% | +19.5% |
| All | +19.9% | +13.2% | +6.7% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling