+3,971.9%
MU vs CDW
+303.2%
+3,668.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.6% |
| 7D | -22.0% | +2.1% | -24.1% | -23.4% |
| 30D | -36.6% | +14.7% | -51.3% | -42.1% |
| 3M | -21.7% | +11.1% | -32.8% | -28.2% |
| 6M | +3.5% | +45.6% | -42.0% | -23.4% |
| YTD | +141.9% | +17.1% | +124.8% | +94.0% |
| 1Y | +189.8% | +13.2% | +176.7% | +138.9% |
| 3Y | +855.4% | -22.2% | +877.6% | +924.5% |
| 5Y | +869.2% | -10.1% | +879.3% | +817.5% |
| All | +3,971.9% | +303.2% | +3,668.8% | +1,596.8% |
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