-1.1%
CDNS vs MDT
+20.2%
-21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.4% | +3.1% |
| 7D | -3.8% | +10.7% | -14.5% | -1.4% |
| 30D | -6.8% | +19.3% | -26.1% | -2.8% |
| 3M | -3.3% | +22.8% | -26.0% | +0.9% |
| 6M | -5.7% | +36.4% | -42.1% | -0.4% |
| YTD | +5.4% | +12.1% | -6.6% | +11.1% |
| 1Y | -1.1% | +19.9% | -21.0% | +8.5% |
| All | -1.1% | +20.2% | -21.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling