+966.8%
MOD vs CDW
+325.6%
+641.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.8% | +5.0% | +6.9% |
| 7D | -13.9% | +9.3% | -23.2% | -20.6% |
| 30D | -41.5% | +15.8% | -57.3% | -48.3% |
| 3M | -45.7% | +21.8% | -67.5% | -54.1% |
| 6M | -61.1% | +58.8% | -119.9% | -73.8% |
| YTD | -20.5% | +22.8% | -43.3% | -38.3% |
| 1Y | -32.1% | +17.9% | -50.0% | -45.5% |
| 3Y | +146.5% | -17.4% | +163.9% | +154.7% |
| 5Y | +812.7% | -5.7% | +818.5% | +745.0% |
| 10Y | +966.8% | +319.5% | +647.3% | +252.0% |
| All | +966.8% | +325.6% | +641.2% | +252.0% |
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