+398.0%
MTZ vs CDW
+312.7%
+85.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +5.0% | +9.3% | -4.3% | +0.8% |
| 30D | -6.0% | +14.4% | -20.4% | -13.7% |
| 3M | -36.1% | +21.4% | -57.5% | -43.8% |
| 6M | -56.9% | +72.8% | -129.7% | -70.1% |
| YTD | -15.9% | +28.0% | -43.9% | -33.6% |
| 1Y | -3.8% | +19.3% | -23.2% | -20.6% |
| 3Y | +272.3% | -15.3% | +287.6% | +269.6% |
| 5Y | +91.1% | -3.8% | +94.9% | +70.0% |
| All | +398.0% | +312.7% | +85.4% | +116.7% |
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