-63.7%
MTZ vs CDW
+18.3%
-81.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +1.0% | -6.6% |
| 7D | -10.6% | -4.1% | -6.5% | -9.9% |
| 30D | -30.4% | +16.7% | -47.1% | -28.0% |
| 3M | -40.4% | +13.6% | -54.0% | -38.5% |
| 6M | -63.7% | +17.0% | -80.7% | -61.8% |
| All | -63.7% | +18.3% | -81.9% | -61.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling