+172.9%
MDT vs CDW
+1,039.4%
-866.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | -3.2% | +2.6% | -5.8% | -4.0% |
| 30D | +10.5% | +20.4% | -9.9% | +4.8% |
| 3M | +13.0% | +28.5% | -15.5% | +4.6% |
| 6M | +38.7% | +70.6% | -31.9% | +16.9% |
| YTD | +8.5% | +29.1% | -20.6% | -2.5% |
| 1Y | +10.0% | +23.8% | -13.7% | +0.1% |
| 3Y | +58.6% | -14.5% | +73.1% | +57.7% |
| 5Y | -0.3% | -1.6% | +1.3% | -8.0% |
| 10Y | +61.3% | +322.0% | -260.7% | -6.1% |
| All | +172.9% | +1,039.4% | -866.5% | +39.9% |
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