-19.7%
CDNS vs MKC
-23.5%
+3.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | 0.0% |
| 7D | -6.5% | -2.8% | -3.7% | -7.1% |
| 30D | -13.0% | -3.4% | -9.6% | -13.6% |
| 3M | -26.0% | +3.8% | -29.8% | -25.2% |
| 6M | -2.8% | -17.9% | +15.1% | -4.5% |
| YTD | -8.8% | -23.6% | +14.8% | -10.9% |
| All | -19.7% | -23.5% | +3.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling