+911.7%
MU vs CDW
-2.4%
+914.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.4% |
| 7D | -15.2% | +13.1% | -28.3% | -19.9% |
| 30D | -29.5% | +19.1% | -48.6% | -35.2% |
| 3M | -15.8% | +24.7% | -40.5% | -25.1% |
| 6M | -2.9% | +63.4% | -66.2% | -27.9% |
| YTD | +154.2% | +26.3% | +127.9% | +106.5% |
| 1Y | +186.6% | +20.6% | +166.0% | +142.0% |
| 3Y | +871.5% | -16.3% | +887.8% | +952.2% |
| 5Y | +911.7% | -3.9% | +915.6% | +832.5% |
| All | +911.7% | -2.4% | +914.0% | +832.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling