+1,079.5%
MPC vs CDW
+303.2%
+776.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -16.2% | +2.1% | -18.3% | -17.9% |
| 30D | -15.7% | +14.7% | -30.5% | -22.5% |
| 3M | +24.9% | +11.1% | +13.8% | +15.1% |
| 6M | +52.7% | +45.6% | +7.1% | +18.9% |
| YTD | +131.9% | +17.1% | +114.8% | +98.5% |
| 1Y | +96.6% | +13.2% | +83.5% | +71.4% |
| 3Y | +163.8% | -22.2% | +186.0% | +173.5% |
| 5Y | +533.1% | -10.1% | +543.2% | +474.2% |
| All | +1,079.5% | +303.2% | +776.3% | +537.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling