+89.9%
MTZ vs CDW
-2.4%
+92.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -5.1% |
| 7D | -8.7% | +13.1% | -21.8% | -12.5% |
| 30D | -15.0% | +19.1% | -34.1% | -20.4% |
| 3M | -32.6% | +24.7% | -57.3% | -38.4% |
| 6M | -56.3% | +63.4% | -119.7% | -65.7% |
| YTD | -16.8% | +26.3% | -43.1% | -28.5% |
| 1Y | -10.0% | +20.6% | -30.6% | -20.5% |
| 3Y | +267.1% | -16.3% | +283.4% | +285.8% |
| 5Y | +89.9% | -3.9% | +93.8% | +74.1% |
| All | +89.9% | -2.4% | +92.2% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling