+1,038.4%
CDNS vs MKSI
+2,229.0%
-1,190.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -7.2% | +6.6% | -13.8% | -9.4% |
| 30D | -14.3% | -8.2% | -6.0% | -12.0% |
| 3M | -27.2% | -16.4% | -10.8% | -24.9% |
| 6M | -4.5% | +23.0% | -27.5% | -14.9% |
| YTD | -9.0% | +68.2% | -77.1% | -28.1% |
| 1Y | -21.3% | +148.6% | -169.9% | -46.6% |
| 3Y | +19.6% | +196.0% | -176.4% | -27.8% |
| 5Y | +71.5% | +87.4% | -15.8% | +17.6% |
| 10Y | +1,036.6% | +523.8% | +512.8% | +388.4% |
| All | +1,038.4% | +2,229.0% | -1,190.6% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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