+5,887.0%
CDNS vs MDT
+7,952.5%
-2,065.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | -14.0% | +3.2% | -17.2% | -15.1% |
| 30D | -13.2% | +9.5% | -22.7% | -16.3% |
| 3M | -28.9% | +16.0% | -44.9% | -33.3% |
| 6M | -4.2% | +0.2% | -4.4% | -5.3% |
| YTD | -6.4% | -0.3% | -6.1% | -7.5% |
| 1Y | -16.2% | +4.7% | -20.9% | -19.0% |
| 3Y | +20.2% | +26.5% | -6.4% | +6.1% |
| 5Y | +76.6% | -18.2% | +94.8% | +83.1% |
| 10Y | +1,029.7% | +40.0% | +989.7% | +835.7% |
| All | +5,887.0% | +7,952.5% | -2,065.4% | +957.4% |
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