-1.4%
CDNS vs MLM
-14.5%
+13.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.7% |
| 30D | -10.2% | +8.2% | -18.3% | -11.1% |
| 3M | -5.5% | -3.6% | -1.9% | -4.6% |
| 6M | -9.9% | -15.6% | +5.7% | -7.0% |
| YTD | +2.3% | -16.4% | +18.8% | +4.2% |
| 1Y | -1.4% | -14.3% | +12.9% | -0.2% |
| All | -1.4% | -14.5% | +13.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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