+579.5%
CDNS vs MDB
+978.8%
-399.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.5% | -2.0% |
| 7D | -9.2% | -18.0% | +8.8% | -4.6% |
| 30D | -16.3% | -10.7% | -5.5% | -14.2% |
| 3M | -27.9% | +1.0% | -28.9% | -29.0% |
| 6M | -4.3% | +31.6% | -35.9% | -12.9% |
| YTD | -9.1% | -15.2% | +6.1% | -8.3% |
| 1Y | -21.2% | +10.1% | -31.3% | -26.4% |
| 3Y | +19.4% | -5.6% | +25.0% | +6.8% |
| 5Y | +71.6% | -24.5% | +96.1% | +44.9% |
| All | +579.5% | +978.8% | -399.3% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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