+111.2%
MO vs CDW
+262.5%
-151.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -2.4% | -4.2% | +1.8% | -1.8% |
| 30D | +3.6% | +4.9% | -1.3% | +2.6% |
| 3M | -3.7% | +7.3% | -11.0% | -5.3% |
| 6M | +4.5% | +19.2% | -14.7% | +0.1% |
| YTD | +21.5% | +6.2% | +15.3% | +18.5% |
| 1Y | +9.5% | -14.0% | +23.5% | +10.7% |
| 3Y | +93.6% | -30.0% | +123.6% | +99.8% |
| 5Y | +97.5% | -23.6% | +121.1% | +95.6% |
| 10Y | +111.2% | +269.4% | -158.2% | +50.9% |
| All | +111.2% | +262.5% | -151.3% | +50.9% |
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