+6,783.6%
CDNS vs MMM
+3,205.9%
+3,577.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.3% |
| 7D | +2.1% | +5.8% | -3.6% | -0.7% |
| 30D | -4.6% | +17.9% | -22.5% | -12.2% |
| 3M | -0.8% | +3.6% | -4.4% | -3.0% |
| 6M | -7.2% | +32.9% | -40.1% | -19.8% |
| YTD | +7.7% | +19.5% | -11.8% | -2.8% |
| 1Y | +3.5% | +16.5% | -13.0% | -5.5% |
| 3Y | +31.2% | +167.2% | -135.9% | -24.2% |
| 5Y | +84.5% | +48.2% | +36.3% | +40.6% |
| 10Y | +1,242.9% | +83.0% | +1,159.9% | +763.2% |
| All | +6,783.6% | +3,205.9% | +3,577.7% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling