+5,975.2%
MU vs CDW
+285.0%
+5,690.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.7% |
| 7D | +9.0% | +3.2% | +5.8% | +6.9% |
| 30D | +13.8% | +9.3% | +4.5% | +7.2% |
| 3M | +2.1% | +9.8% | -7.7% | -6.5% |
| 6M | +153.8% | +23.3% | +130.5% | +104.7% |
| YTD | +256.4% | +13.7% | +242.7% | +196.1% |
| 1Y | +719.8% | -6.5% | +726.2% | +685.0% |
| 3Y | +1,360.4% | -25.2% | +1,385.6% | +1,530.8% |
| 5Y | +1,312.4% | -19.5% | +1,331.9% | +1,363.3% |
| All | +5,975.2% | +285.0% | +5,690.2% | +2,230.8% |
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 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