+492.6%
MTZ vs CDW
+325.6%
+167.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.8% | +3.7% | +6.4% |
| 7D | -2.4% | +9.3% | -11.7% | -7.7% |
| 30D | -11.1% | +15.8% | -26.9% | -19.0% |
| 3M | -30.6% | +21.8% | -52.4% | -39.2% |
| 6M | -54.4% | +58.8% | -113.1% | -67.0% |
| YTD | -13.0% | +22.8% | -35.8% | -30.0% |
| 1Y | -5.7% | +17.9% | -23.6% | -22.2% |
| 3Y | +297.2% | -17.4% | +314.6% | +297.8% |
| 5Y | +95.9% | -5.7% | +101.6% | +75.0% |
| 10Y | +492.6% | +319.5% | +173.1% | +138.2% |
| All | +492.6% | +325.6% | +167.0% | +138.2% |
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