+71.5%
CDNS vs MDT
-20.5%
+92.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | +2.8% | -17.0% | -15.0% |
| 3M | -27.2% | +13.1% | -40.3% | -29.8% |
| 6M | -4.5% | +2.3% | -6.9% | -5.1% |
| YTD | -9.0% | -2.7% | -6.3% | -8.3% |
| 1Y | -21.3% | +0.9% | -22.2% | -21.9% |
| 3Y | +19.6% | +26.8% | -7.2% | +7.3% |
| 5Y | +71.5% | -19.5% | +91.0% | +91.3% |
| All | +71.5% | -20.5% | +92.0% | +91.3% |
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