+254.1%
MP vs CDW
+46.9%
+207.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | -10.5% | +2.1% | -12.6% | -11.9% |
| 30D | -23.5% | +14.7% | -38.3% | -28.8% |
| 3M | -25.4% | +11.1% | -36.6% | -30.4% |
| 6M | -51.3% | +45.6% | -96.8% | -61.5% |
| YTD | -29.9% | +17.1% | -47.0% | -40.2% |
| 1Y | -31.8% | +13.2% | -45.0% | -40.5% |
| 3Y | +127.0% | -22.2% | +149.2% | +139.6% |
| 5Y | -3.3% | -10.1% | +6.8% | -11.3% |
| All | +254.1% | +46.9% | +207.2% | +132.6% |
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