+1,315.7%
MU vs CDW
-19.1%
+1,334.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | +9.0% | +3.2% | +5.8% | +7.3% |
| 30D | +13.8% | +9.3% | +4.5% | +8.6% |
| 3M | +2.1% | +9.8% | -7.7% | -4.6% |
| 6M | +153.8% | +23.3% | +130.5% | +112.2% |
| YTD | +256.4% | +13.7% | +242.7% | +207.1% |
| 1Y | +719.8% | -6.5% | +726.2% | +718.6% |
| 3Y | +1,360.4% | -25.2% | +1,385.6% | +1,577.2% |
| All | +1,315.7% | -19.1% | +1,334.8% | +1,365.1% |
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