-15.1%
MP vs CDW
-10.5%
-4.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | -10.5% | +2.1% | -12.6% | -11.7% |
| 30D | -23.5% | +14.7% | -38.3% | -28.2% |
| 3M | -25.4% | +11.1% | -36.6% | -29.8% |
| 6M | -51.3% | +45.6% | -96.8% | -60.5% |
| YTD | -29.9% | +17.1% | -47.0% | -38.9% |
| 1Y | -31.8% | +13.2% | -45.0% | -39.3% |
| 3Y | +127.0% | -22.2% | +149.2% | +141.6% |
| All | -15.1% | -10.5% | -4.6% | -25.0% |
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