+76.3%
MMM vs CDW
+312.7%
-236.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.4% | +9.3% | -9.7% | -3.4% |
| 30D | +12.1% | +14.4% | -2.2% | +7.0% |
| 3M | +1.4% | +21.4% | -20.0% | -5.8% |
| 6M | +26.6% | +72.8% | -46.2% | +1.7% |
| YTD | +16.8% | +28.0% | -11.2% | +2.7% |
| 1Y | +10.1% | +19.3% | -9.3% | -0.5% |
| 3Y | +158.4% | -15.3% | +173.7% | +159.7% |
| 5Y | +43.1% | -3.8% | +46.9% | +33.9% |
| All | +76.3% | +312.7% | -236.3% | +6.9% |
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 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