+19.4%
CDNS vs MDT
+28.1%
-8.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.8% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -16.3% | +6.0% | -22.3% | -16.6% |
| 3M | -27.9% | +15.5% | -43.5% | -28.9% |
| 6M | -4.3% | +3.4% | -7.7% | -3.9% |
| YTD | -9.1% | -2.2% | -6.9% | -8.1% |
| 1Y | -21.2% | +2.6% | -23.8% | -21.0% |
| 3Y | +19.4% | +27.5% | -8.1% | +21.7% |
| All | +19.4% | +28.1% | -8.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling