+600.1%
CDNS vs MDB
+1,017.4%
-417.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -2.9% |
| 7D | -14.0% | -17.4% | +3.4% | -9.7% |
| 30D | -13.2% | -2.0% | -11.1% | -13.3% |
| 3M | -28.9% | -3.0% | -25.9% | -29.2% |
| 6M | -4.2% | +48.7% | -52.8% | -15.6% |
| YTD | -6.4% | -12.1% | +5.8% | -6.4% |
| 1Y | -16.2% | +14.5% | -30.7% | -22.5% |
| 3Y | +20.2% | -6.1% | +26.3% | +7.7% |
| 5Y | +76.6% | -27.3% | +104.0% | +50.8% |
| All | +600.1% | +1,017.4% | -417.3% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling