+150.9%
MDT vs CDW
+903.1%
-752.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.2% | +3.2% | 0.0% | +2.3% |
| 30D | +9.5% | +9.3% | +0.2% | +6.5% |
| 3M | +16.0% | +9.8% | +6.2% | +12.0% |
| 6M | +0.2% | +23.3% | -23.1% | -8.0% |
| YTD | -0.3% | +13.7% | -13.9% | -6.7% |
| 1Y | +4.7% | -6.5% | +11.2% | +3.7% |
| 3Y | +26.5% | -25.2% | +51.8% | +31.2% |
| 5Y | -18.2% | -19.5% | +1.3% | -19.4% |
| 10Y | +40.0% | +285.8% | -245.8% | -16.0% |
| All | +150.9% | +903.1% | -752.3% | +33.9% |
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