+28.1%
CDNS vs MMM
+156.3%
-128.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | -2.4% | +6.2% | -8.6% | -3.7% |
| 30D | -10.2% | +14.2% | -24.4% | -12.8% |
| 3M | -5.5% | +2.9% | -8.4% | -6.1% |
| 6M | -9.9% | +27.6% | -37.4% | -14.7% |
| YTD | +2.3% | +17.3% | -14.9% | -1.6% |
| 1Y | -1.4% | +15.1% | -16.5% | -4.8% |
| 3Y | +28.1% | +157.1% | -129.0% | +25.2% |
| All | +28.1% | +156.3% | -128.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling