-21.2%
CDNS vs MMM
+10.4%
-31.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -9.2% | -1.6% | -7.6% | -8.8% |
| 30D | -16.3% | -8.0% | -8.2% | -14.4% |
| 3M | -27.9% | +9.4% | -37.3% | -29.3% |
| 6M | -4.3% | +10.2% | -14.6% | -6.6% |
| YTD | -9.1% | +6.1% | -15.2% | -10.5% |
| 1Y | -21.2% | +10.8% | -32.0% | -24.7% |
| All | -21.2% | +10.4% | -31.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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