+58.1%
MP vs CDW
-19.1%
+77.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | -2.9% | +3.2% | -6.0% | -4.3% |
| 30D | +13.8% | +9.3% | +4.5% | +9.1% |
| 3M | -16.7% | +9.8% | -26.5% | -21.4% |
| 6M | -11.5% | +23.3% | -34.8% | -23.8% |
| YTD | +7.9% | +13.7% | -5.7% | -3.9% |
| 1Y | -15.0% | -6.5% | -8.6% | -15.3% |
| 3Y | +153.5% | -25.2% | +178.7% | +178.6% |
| All | +58.1% | -19.1% | +77.3% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling