+265.1%
MU vs CDW
+13.2%
+252.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +12.7% | -19.7% | -5.5% |
| 7D | -19.1% | +3.7% | -22.9% | -18.4% |
| 30D | -25.2% | +26.0% | -51.3% | -23.0% |
| 3M | -10.9% | +10.1% | -21.0% | -9.8% |
| 6M | +38.0% | +26.1% | +11.9% | +46.8% |
| YTD | +178.8% | +25.9% | +153.0% | +208.8% |
| 1Y | +265.1% | +21.5% | +243.6% | +324.5% |
| All | +265.1% | +13.2% | +252.0% | +324.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling