+6,507.0%
CDNS vs MDT
+8,767.7%
-2,260.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.8% |
| 7D | +1.0% | +1.0% | -0.1% | +0.6% |
| 30D | -2.0% | +9.2% | -11.1% | -5.5% |
| 3M | -0.2% | +14.5% | -14.7% | -6.0% |
| 6M | -8.9% | +37.3% | -46.2% | -20.5% |
| YTD | +3.3% | +9.8% | -6.5% | -2.2% |
| 1Y | +2.2% | +10.5% | -8.3% | -3.7% |
| 3Y | +22.4% | +57.4% | -35.1% | -1.3% |
| 5Y | +78.0% | +1.2% | +76.9% | +69.2% |
| 10Y | +1,175.2% | +63.2% | +1,112.0% | +890.9% |
| All | +6,507.0% | +8,767.7% | -2,260.7% | +1,018.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling