-9.1%
CDNS vs MDLN
-2.7%
-6.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -7.2% | -6.2% | -1.0% | -6.9% |
| 30D | -14.3% | +0.7% | -15.0% | -14.3% |
| 3M | -27.2% | -5.4% | -21.8% | -26.6% |
| 6M | -4.5% | -21.6% | +17.0% | -2.8% |
| YTD | -9.0% | -18.9% | +10.0% | -8.1% |
| All | -9.1% | -2.7% | -6.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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