-16.2%
CDNS vs MCK
+32.0%
-48.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.2% |
| 7D | -14.0% | +1.7% | -15.8% | -13.8% |
| 30D | -13.2% | +3.6% | -16.8% | -12.8% |
| 3M | -28.9% | +20.1% | -49.0% | -27.1% |
| 6M | -4.2% | -7.0% | +2.9% | -2.5% |
| YTD | -6.4% | +11.0% | -17.4% | -3.4% |
| 1Y | -16.2% | +31.8% | -48.0% | -14.1% |
| All | -16.2% | +32.0% | -48.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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