+501.4%
MTZ vs CDW
+303.2%
+198.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.9% |
| 7D | -6.4% | +2.1% | -8.5% | -8.8% |
| 30D | -22.1% | +14.7% | -36.8% | -29.0% |
| 3M | -32.7% | +11.1% | -43.8% | -38.5% |
| 6M | -59.8% | +45.6% | -105.4% | -69.7% |
| YTD | -19.9% | +17.1% | -37.0% | -34.2% |
| 1Y | -11.5% | +13.2% | -24.6% | -25.7% |
| 3Y | +258.1% | -22.2% | +280.3% | +269.0% |
| 5Y | +85.5% | -10.1% | +95.6% | +69.2% |
| All | +501.4% | +303.2% | +198.2% | +156.0% |
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