+157.9%
MTZ vs CDW
-19.1%
+177.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -1.6% | +3.2% | -4.8% | -2.7% |
| 30D | -11.1% | +9.3% | -20.4% | -14.3% |
| 3M | -36.7% | +9.8% | -46.5% | -39.9% |
| 6M | -21.9% | +23.3% | -45.3% | -32.0% |
| YTD | +9.1% | +13.7% | -4.5% | -1.8% |
| 1Y | +30.0% | -6.5% | +36.4% | +30.5% |
| 3Y | +138.5% | -25.2% | +163.7% | +163.6% |
| All | +157.9% | -19.1% | +177.0% | +168.3% |
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