+1,048.5%
MKSI vs CDW
+837.2%
+211.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.9% |
| 7D | +6.6% | -4.2% | +10.9% | +9.2% |
| 30D | -8.2% | +4.9% | -13.1% | -11.9% |
| 3M | -16.4% | +7.3% | -23.7% | -23.3% |
| 6M | +23.0% | +19.2% | +3.8% | -0.5% |
| YTD | +68.2% | +6.2% | +62.0% | +45.3% |
| 1Y | +148.6% | -14.0% | +162.6% | +149.6% |
| 3Y | +196.0% | -30.0% | +225.9% | +251.9% |
| 5Y | +87.4% | -23.6% | +111.0% | +109.8% |
| 10Y | +523.8% | +269.4% | +254.4% | +235.5% |
| All | +1,048.5% | +837.2% | +211.3% | +458.1% |
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 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