+1,206.6%
CDNS vs MDT
+60.0%
+1,146.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +7.0% | -3.7% | +10.7% | +8.6% |
| 30D | -0.3% | +8.6% | -8.8% | -3.8% |
| 3M | +3.2% | +12.2% | -9.0% | -2.4% |
| 6M | -6.9% | +33.7% | -40.6% | -19.0% |
| YTD | +6.6% | +7.8% | -1.2% | +1.8% |
| 1Y | +5.6% | +8.9% | -3.3% | +0.1% |
| 3Y | +27.4% | +57.6% | -30.2% | -2.0% |
| 5Y | +83.7% | -0.7% | +84.4% | +78.4% |
| All | +1,206.6% | +60.0% | +1,146.6% | +875.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling