+13.3%
MDT vs CDW
+20.3%
-7.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +2.7% | +13.1% | -10.3% | +1.9% |
| 30D | +14.8% | +19.1% | -4.3% | +13.8% |
| 3M | +14.6% | +24.7% | -10.2% | +13.4% |
| 6M | +35.7% | +63.4% | -27.6% | +34.3% |
| YTD | +8.5% | +26.3% | -17.9% | +7.7% |
| 1Y | +13.3% | +20.6% | -7.3% | +13.1% |
| All | +13.3% | +20.3% | -7.0% | +13.1% |
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