-16.2%
CDNS vs MDT
+5.4%
-21.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -3.9% |
| 7D | -14.0% | +3.2% | -17.2% | -13.7% |
| 30D | -13.2% | +9.5% | -22.7% | -12.8% |
| 3M | -28.9% | +16.0% | -44.9% | -28.5% |
| 6M | -4.2% | +0.2% | -4.4% | -0.8% |
| YTD | -6.4% | -0.3% | -6.1% | -3.5% |
| 1Y | -16.2% | +4.7% | -20.9% | -17.7% |
| All | -16.2% | +5.4% | -21.6% | -17.7% |
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