-11.5%
MTZ vs CDW
+10.0%
-21.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.4% |
| 7D | -6.4% | +2.1% | -8.5% | -5.2% |
| 30D | -22.1% | +14.7% | -36.8% | -20.2% |
| 3M | -32.7% | +11.1% | -43.8% | -31.1% |
| 6M | -59.8% | +45.6% | -105.4% | -58.3% |
| YTD | -19.9% | +17.1% | -37.0% | -13.5% |
| 1Y | -11.5% | +13.2% | -24.6% | -0.5% |
| All | -11.5% | +10.0% | -21.5% | -0.5% |
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 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