+534.5%
MPC vs CDW
-10.5%
+544.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -16.2% | +2.1% | -18.3% | -17.1% |
| 30D | -15.7% | +14.7% | -30.5% | -20.2% |
| 3M | +24.9% | +11.1% | +13.8% | +18.6% |
| 6M | +52.7% | +45.6% | +7.1% | +29.2% |
| YTD | +131.9% | +17.1% | +114.8% | +110.6% |
| 1Y | +96.6% | +13.2% | +83.5% | +81.0% |
| 3Y | +163.8% | -22.2% | +186.0% | +172.7% |
| All | +534.5% | -10.5% | +544.9% | +474.9% |
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 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