+70.1%
MDT vs CDW
+312.7%
-242.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.0% |
| 7D | +1.0% | +9.3% | -8.3% | -1.5% |
| 30D | +9.2% | +14.4% | -5.2% | +4.9% |
| 3M | +14.5% | +21.4% | -6.9% | +7.6% |
| 6M | +37.3% | +72.8% | -35.5% | +14.9% |
| YTD | +9.8% | +28.0% | -18.2% | -1.2% |
| 1Y | +10.5% | +19.3% | -8.8% | +1.6% |
| 3Y | +57.4% | -15.3% | +72.7% | +57.4% |
| 5Y | +1.2% | -3.8% | +5.0% | -6.4% |
| All | +70.1% | +312.7% | -242.5% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling