+693.2%
CDNS vs MDB
+906.0%
-212.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | -6.0% | -14.0% | +8.0% | -2.5% |
| 3M | -0.1% | -20.3% | +20.2% | +4.2% |
| 6M | -8.6% | +10.9% | -19.4% | -13.8% |
| YTD | +6.1% | -20.9% | +27.0% | +7.7% |
| 1Y | +0.8% | -11.2% | +12.0% | -1.4% |
| 3Y | +26.8% | -11.9% | +38.7% | +14.4% |
| 5Y | +86.9% | -40.2% | +127.0% | +66.7% |
| All | +693.2% | +906.0% | -212.8% | +255.5% |
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