+540.9%
MPC vs CDW
-8.7%
+549.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -2.1% |
| 7D | -12.8% | -4.1% | -8.6% | -12.1% |
| 30D | -12.7% | +16.7% | -29.5% | -17.8% |
| 3M | +27.1% | +13.6% | +13.5% | +19.8% |
| 6M | +45.8% | +17.0% | +28.8% | +33.5% |
| YTD | +134.7% | +18.1% | +116.6% | +112.6% |
| 1Y | +106.0% | +10.5% | +95.6% | +91.7% |
| 3Y | +165.5% | -20.9% | +186.4% | +172.9% |
| 5Y | +540.9% | -9.3% | +550.2% | +484.3% |
| All | +540.9% | -8.7% | +549.6% | +484.3% |
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 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