+1,044.2%
CDNS vs MCO
+393.6%
+650.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.5% |
| 7D | -1.1% | -3.8% | +2.6% | +1.4% |
| 30D | -10.4% | -0.4% | -10.1% | -10.3% |
| 3M | -24.6% | +7.7% | -32.3% | -29.0% |
| 6M | -1.6% | +7.0% | -8.6% | -6.9% |
| YTD | -7.4% | -6.4% | -1.0% | -4.7% |
| 1Y | -18.4% | -7.6% | -10.8% | -15.9% |
| 3Y | +19.0% | +43.2% | -24.3% | -11.2% |
| 5Y | +73.4% | +29.6% | +43.8% | +37.4% |
| All | +1,044.2% | +393.6% | +650.6% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling