+1,501.4%
MPC vs CDW
+903.1%
+598.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +5.4% | +3.2% | +2.3% | +3.8% |
| 30D | +31.0% | +9.3% | +21.7% | +24.6% |
| 3M | +46.0% | +9.8% | +36.2% | +36.9% |
| 6M | +77.3% | +23.3% | +54.0% | +52.5% |
| YTD | +141.9% | +13.7% | +128.3% | +116.1% |
| 1Y | +120.9% | -6.5% | +127.4% | +117.8% |
| 3Y | +182.7% | -25.2% | +207.9% | +203.9% |
| 5Y | +646.4% | -19.5% | +665.9% | +643.9% |
| 10Y | +1,138.7% | +285.8% | +852.9% | +505.9% |
| All | +1,501.4% | +903.1% | +598.3% | +603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling