+4,594.8%
MU vs CDW
+942.7%
+3,652.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -6.1% | -11.3% | -13.9% |
| 7D | -29.7% | -4.1% | -25.6% | -28.4% |
| 30D | -37.2% | +16.7% | -54.0% | -43.5% |
| 3M | -26.5% | +13.6% | -40.1% | -33.7% |
| 6M | +2.6% | +17.0% | -14.5% | -15.2% |
| YTD | +130.1% | +18.1% | +112.0% | +82.8% |
| 1Y | +176.7% | +10.5% | +166.2% | +131.2% |
| 3Y | +813.1% | -20.9% | +834.0% | +861.9% |
| 5Y | +822.0% | -9.3% | +831.3% | +765.7% |
| 10Y | +3,936.2% | +310.6% | +3,625.6% | +1,212.1% |
| All | +4,594.8% | +942.7% | +3,652.1% | +949.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling