+236.9%
MU vs CDW
+23.0%
+213.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +12.0% |
| 7D | +2.0% | +2.6% | -0.5% | +2.0% |
| 30D | -18.0% | +20.4% | -38.4% | -15.9% |
| 3M | -6.6% | +28.5% | -35.0% | -3.2% |
| 6M | +2.0% | +70.6% | -68.6% | +13.6% |
| YTD | +184.5% | +29.1% | +155.4% | +216.7% |
| 1Y | +236.9% | +23.8% | +213.1% | +295.3% |
| All | +236.9% | +23.0% | +213.8% | +295.3% |
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