+153.3%
MP vs CDW
-25.3%
+178.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | -2.9% | +3.2% | -6.0% | -3.5% |
| 30D | +13.8% | +9.3% | +4.5% | +11.5% |
| 3M | -16.7% | +9.8% | -26.5% | -18.8% |
| 6M | -11.5% | +23.3% | -34.8% | -17.4% |
| YTD | +7.9% | +13.7% | -5.7% | +3.1% |
| 1Y | -15.0% | -6.5% | -8.6% | -12.8% |
| All | +153.3% | -25.3% | +178.6% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling