+173.9%
MMM vs CDW
+903.1%
-729.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -3.3% | +3.2% | -6.5% | -4.3% |
| 30D | -7.0% | +9.3% | -16.3% | -10.0% |
| 3M | +10.8% | +9.8% | +1.0% | +6.2% |
| 6M | +5.8% | +23.3% | -17.6% | -4.9% |
| YTD | +6.8% | +13.7% | -6.9% | -1.3% |
| 1Y | +10.4% | -6.5% | +16.9% | +9.1% |
| 3Y | +104.7% | -25.2% | +129.9% | +114.9% |
| 5Y | +23.6% | -19.5% | +43.0% | +23.9% |
| 10Y | +54.1% | +285.8% | -231.7% | -6.1% |
| All | +173.9% | +903.1% | -729.2% | +49.3% |
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 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