+388.3%
MTZ vs CDW
+942.7%
-554.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.1% | +1.0% | -2.3% |
| 7D | -10.6% | -4.1% | -6.5% | -10.5% |
| 30D | -30.4% | +16.7% | -47.1% | -37.2% |
| 3M | -40.4% | +13.6% | -54.0% | -46.3% |
| 6M | -63.7% | +17.0% | -80.7% | -69.5% |
| YTD | -26.9% | +18.1% | -45.0% | -40.2% |
| 1Y | -20.2% | +10.5% | -30.6% | -32.0% |
| 3Y | +208.1% | -20.9% | +229.1% | +212.7% |
| 5Y | +69.4% | -9.3% | +78.7% | +54.0% |
| 10Y | +440.6% | +310.6% | +130.0% | +103.9% |
| All | +388.3% | +942.7% | -554.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling