+526.8%
MSTR vs CDW
+329.6%
+197.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -5.3% |
| 7D | -10.7% | +13.1% | -23.8% | -17.2% |
| 30D | -21.6% | +19.1% | -40.7% | -29.4% |
| 3M | +24.4% | +24.7% | -0.3% | +8.5% |
| 6M | -35.5% | +63.4% | -98.8% | -54.1% |
| YTD | -20.3% | +26.3% | -46.6% | -36.0% |
| 1Y | -49.3% | +20.6% | -69.9% | -58.1% |
| 3Y | +137.8% | -16.3% | +154.1% | +149.2% |
| 5Y | +48.3% | -3.9% | +52.2% | +46.4% |
| 10Y | +526.8% | +331.5% | +195.3% | +285.3% |
| All | +526.8% | +329.6% | +197.2% | +285.3% |
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 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