+78.5%
CDNS vs MLM
+23.5%
+55.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.7% |
| 7D | -2.4% | -4.1% | +1.7% | -0.2% |
| 30D | -10.2% | +8.2% | -18.3% | -14.3% |
| 3M | -5.5% | -3.6% | -1.9% | -4.0% |
| 6M | -9.9% | -15.6% | +5.7% | -2.4% |
| YTD | +2.3% | -16.4% | +18.8% | +10.0% |
| 1Y | -1.4% | -14.3% | +12.9% | +4.2% |
| 3Y | +28.1% | +19.3% | +8.8% | +6.6% |
| All | +78.5% | +23.5% | +55.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling