+78.4%
MMM vs CDW
+338.4%
-260.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -2.6% | +2.6% | -5.2% | -3.5% |
| 30D | +17.4% | +20.4% | -3.0% | +10.1% |
| 3M | +3.6% | +28.5% | -24.9% | -5.6% |
| 6M | +33.0% | +70.6% | -37.6% | +7.5% |
| YTD | +19.6% | +29.1% | -9.4% | +5.0% |
| 1Y | +14.0% | +23.8% | -9.7% | +1.6% |
| 3Y | +164.3% | -14.5% | +178.8% | +164.8% |
| 5Y | +49.3% | -1.6% | +50.9% | +38.6% |
| 10Y | +78.4% | +322.0% | -243.7% | +11.4% |
| All | +78.4% | +338.4% | -260.1% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling