+444.4%
MTZ vs CDW
+338.4%
+106.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.6% |
| 7D | +12.9% | +2.6% | +10.3% | +11.6% |
| 30D | -8.5% | +20.4% | -28.9% | -18.2% |
| 3M | -30.6% | +28.5% | -59.1% | -40.7% |
| 6M | -55.1% | +70.6% | -125.7% | -68.7% |
| YTD | -13.0% | +29.1% | -42.1% | -31.6% |
| 1Y | -4.3% | +23.8% | -28.0% | -22.8% |
| 3Y | +284.0% | -14.5% | +298.5% | +279.4% |
| 5Y | +97.7% | -1.6% | +99.2% | +73.4% |
| 10Y | +444.4% | +322.0% | +122.4% | +118.5% |
| All | +444.4% | +338.4% | +106.0% | +118.5% |
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 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