+148.1%
MTZ vs CDW
-25.3%
+173.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | -1.6% | +3.2% | -4.8% | -2.4% |
| 30D | -11.1% | +9.3% | -20.4% | -13.3% |
| 3M | -36.7% | +9.8% | -46.5% | -38.9% |
| 6M | -21.9% | +23.3% | -45.3% | -29.8% |
| YTD | +9.1% | +13.7% | -4.5% | +1.4% |
| 1Y | +30.0% | -6.5% | +36.4% | +35.1% |
| All | +148.1% | -25.3% | +173.4% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling