+5,887.0%
CDNS vs MKC
+3,376.8%
+2,510.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -14.0% | -5.9% | -8.1% | -12.3% |
| 30D | -13.2% | -0.9% | -12.3% | -13.1% |
| 3M | -28.9% | +12.7% | -41.6% | -32.0% |
| 6M | -4.2% | -19.3% | +15.1% | +1.5% |
| YTD | -6.4% | -22.2% | +15.8% | -0.1% |
| 1Y | -16.2% | -23.3% | +7.1% | -10.6% |
| 3Y | +20.2% | -30.0% | +50.2% | +29.1% |
| 5Y | +76.6% | -33.8% | +110.4% | +90.1% |
| 10Y | +1,029.7% | +24.4% | +1,005.2% | +849.0% |
| All | +5,887.0% | +3,376.8% | +2,510.3% | +1,459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling