+287.6%
MP vs CDW
+60.6%
+227.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +9.5% | +9.3% | +0.1% | +5.3% |
| 30D | -3.0% | +14.4% | -17.3% | -9.3% |
| 3M | -30.4% | +21.4% | -51.8% | -37.4% |
| 6M | -39.2% | +72.8% | -112.0% | -55.8% |
| YTD | -23.3% | +28.0% | -51.3% | -37.1% |
| 1Y | -32.6% | +19.3% | -52.0% | -42.1% |
| 3Y | +159.3% | -15.3% | +174.6% | +164.5% |
| 5Y | -16.4% | -3.8% | -12.7% | -25.1% |
| All | +287.6% | +60.6% | +227.0% | +144.8% |
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