+4,407.5%
MU vs CDW
+312.7%
+4,094.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.1% |
| 7D | +12.8% | +9.3% | +3.5% | +7.3% |
| 30D | -14.9% | +14.4% | -29.2% | -21.7% |
| 3M | -18.0% | +21.4% | -39.5% | -28.5% |
| 6M | -3.1% | +72.8% | -75.9% | -35.0% |
| YTD | +172.9% | +28.0% | +144.9% | +108.2% |
| 1Y | +228.8% | +19.3% | +209.5% | +164.9% |
| 3Y | +950.8% | -15.3% | +966.1% | +976.2% |
| 5Y | +931.3% | -3.8% | +935.1% | +843.3% |
| All | +4,407.5% | +312.7% | +4,094.8% | +1,696.4% |
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