+1,135.3%
MPC vs CDW
+338.4%
+796.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.4% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | -12.2% | +20.4% | -32.6% | -21.0% |
| 3M | +20.1% | +28.5% | -8.4% | +3.1% |
| 6M | +60.6% | +70.6% | -10.0% | +15.7% |
| YTD | +150.6% | +29.1% | +121.5% | +104.8% |
| 1Y | +104.7% | +23.8% | +80.9% | +71.0% |
| 3Y | +194.5% | -14.5% | +209.0% | +192.0% |
| 5Y | +582.3% | -1.6% | +583.8% | +493.2% |
| 10Y | +1,135.3% | +322.0% | +813.3% | +513.6% |
| All | +1,135.3% | +338.4% | +796.8% | +513.6% |
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