+176.1%
MDT vs CDW
+983.6%
-807.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.9% | -0.3% |
| 7D | +3.5% | +9.3% | -5.8% | +0.9% |
| 30D | +16.2% | +15.8% | +0.4% | +11.3% |
| 3M | +18.9% | +21.8% | -2.9% | +11.7% |
| 6M | +37.3% | +58.8% | -21.5% | +18.1% |
| YTD | +9.7% | +22.8% | -13.0% | 0.0% |
| 1Y | +15.2% | +17.9% | -2.7% | +6.2% |
| 3Y | +61.8% | -17.4% | +79.2% | +62.3% |
| 5Y | -1.4% | -5.7% | +4.4% | -7.9% |
| 10Y | +61.6% | +319.5% | -257.9% | -5.7% |
| All | +176.1% | +983.6% | -807.6% | +43.5% |
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