+116.7%
MPC vs CDW
+19.9%
+96.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +11.2% | +9.3% | +1.9% | +10.0% |
| 30D | -14.5% | +14.4% | -28.8% | -16.1% |
| 3M | +16.7% | +21.4% | -4.7% | +12.7% |
| 6M | +67.6% | +72.8% | -5.2% | +48.6% |
| YTD | +157.9% | +28.0% | +129.9% | +143.3% |
| 1Y | +116.7% | +19.3% | +97.3% | +109.3% |
| All | +116.7% | +19.9% | +96.7% | +109.3% |
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