+4,609.2%
MU vs CDW
+338.4%
+4,270.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +10.6% |
| 7D | +2.0% | +2.6% | -0.5% | +1.2% |
| 30D | -18.0% | +20.4% | -38.4% | -26.9% |
| 3M | -6.6% | +28.5% | -35.0% | -21.1% |
| 6M | +2.0% | +70.6% | -68.6% | -30.8% |
| YTD | +184.5% | +29.1% | +155.4% | +116.1% |
| 1Y | +236.9% | +23.8% | +213.1% | +164.5% |
| 3Y | +987.0% | -14.5% | +1,001.4% | +1,006.7% |
| 5Y | +1,014.6% | -1.6% | +1,016.2% | +904.9% |
| 10Y | +4,609.2% | +322.0% | +4,287.2% | +1,802.0% |
| All | +4,609.2% | +338.4% | +4,270.8% | +1,802.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling