-7.8%
MP vs CDW
-8.7%
+0.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.1% | +0.1% | -3.7% |
| 7D | -19.0% | -4.1% | -14.8% | -18.0% |
| 30D | -30.5% | +16.7% | -47.2% | -35.1% |
| 3M | -29.6% | +13.6% | -43.2% | -34.2% |
| 6M | -50.4% | +17.0% | -67.5% | -56.1% |
| YTD | -33.2% | +18.1% | -51.3% | -41.9% |
| 1Y | -38.6% | +10.5% | -49.0% | -44.2% |
| 3Y | +105.5% | -20.9% | +126.4% | +116.4% |
| 5Y | -7.8% | -9.3% | +1.5% | -17.1% |
| All | -7.8% | -8.7% | +0.9% | -17.1% |
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