+272.3%
MTZ vs CDW
-15.0%
+287.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +5.0% | +9.3% | -4.3% | +3.6% |
| 30D | -6.0% | +14.4% | -20.4% | -8.5% |
| 3M | -36.1% | +21.4% | -57.5% | -38.9% |
| 6M | -56.9% | +72.8% | -129.7% | -64.3% |
| YTD | -15.9% | +28.0% | -43.9% | -23.4% |
| 1Y | -3.8% | +19.3% | -23.2% | -8.7% |
| 3Y | +272.3% | -15.3% | +287.6% | +277.4% |
| All | +272.3% | -15.0% | +287.3% | +277.4% |
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