-40.7%
MP vs CDW
+23.0%
-63.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | -15.3% | +20.4% | -35.7% | -14.9% |
| 3M | -33.5% | +28.5% | -62.0% | -33.3% |
| 6M | -45.5% | +70.6% | -116.1% | -44.2% |
| YTD | -27.3% | +29.1% | -56.4% | -24.2% |
| 1Y | -40.7% | +23.8% | -64.5% | -35.8% |
| All | -40.7% | +23.0% | -63.8% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling