+400.2%
MO vs CDW
+1,039.4%
-639.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +8.0% | +20.4% | -12.4% | +4.7% |
| 3M | +20.9% | +28.5% | -7.6% | +15.6% |
| 6M | +16.3% | +70.6% | -54.3% | +5.2% |
| YTD | +40.7% | +29.1% | +11.6% | +32.5% |
| 1Y | +41.5% | +23.8% | +17.7% | +34.1% |
| 3Y | +141.5% | -14.5% | +156.0% | +140.5% |
| 5Y | +153.1% | -1.6% | +154.7% | +139.2% |
| 10Y | +149.3% | +322.0% | -172.7% | +71.0% |
| All | +400.2% | +1,039.4% | -639.2% | +201.1% |
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