+117.2%
MPC vs CDW
+13.2%
+104.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +12.7% | -20.8% | -9.3% |
| 7D | -10.9% | +3.7% | -14.7% | -11.1% |
| 30D | -9.4% | +26.0% | -35.4% | -12.5% |
| 3M | +26.0% | +10.1% | +15.9% | +24.0% |
| 6M | +56.5% | +26.1% | +30.5% | +50.4% |
| YTD | +144.3% | +25.9% | +118.4% | +131.3% |
| 1Y | +117.2% | +21.5% | +95.7% | +106.9% |
| All | +117.2% | +13.2% | +104.1% | +106.9% |
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