+83.7%
CDNS vs MDT
-1.3%
+85.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +7.0% | -3.7% | +10.7% | +7.8% |
| 30D | -0.3% | +8.6% | -8.8% | -2.1% |
| 3M | +3.2% | +12.2% | -9.0% | +0.2% |
| 6M | -6.9% | +33.7% | -40.6% | -14.1% |
| YTD | +6.6% | +7.8% | -1.2% | +4.9% |
| 1Y | +5.6% | +8.9% | -3.3% | +3.4% |
| 3Y | +27.4% | +57.6% | -30.2% | +5.7% |
| 5Y | +83.7% | -0.7% | +84.4% | +94.1% |
| All | +83.7% | -1.3% | +85.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling