+197.3%
MKSI vs CDW
-24.7%
+222.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.8% | -5.8% | -1.7% |
| 7D | +2.7% | +0.9% | +1.8% | +2.0% |
| 30D | -12.8% | +13.1% | -25.9% | -18.7% |
| 3M | -22.5% | +19.7% | -42.2% | -31.8% |
| 6M | +19.4% | +30.7% | -11.3% | -7.7% |
| YTD | +67.7% | +14.7% | +53.0% | +42.4% |
| 1Y | +131.4% | -5.3% | +136.7% | +136.9% |
| 3Y | +197.3% | -23.8% | +221.2% | +246.3% |
| All | +197.3% | -24.7% | +222.0% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling