-4.3%
MTZ vs CDW
+23.0%
-27.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +5.0% |
| 7D | +12.9% | +2.6% | +10.3% | +13.2% |
| 30D | -8.5% | +20.4% | -28.9% | -5.3% |
| 3M | -30.6% | +28.5% | -59.1% | -27.5% |
| 6M | -55.1% | +70.6% | -125.7% | -52.7% |
| YTD | -13.0% | +29.1% | -42.1% | -4.5% |
| 1Y | -4.3% | +23.8% | -28.0% | +9.6% |
| All | -4.3% | +23.0% | -27.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling