+248.6%
CDNS vs MP
+271.0%
-22.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -0.1% | +2.3% | -2.4% | -0.3% |
| 30D | -5.5% | -15.3% | +9.8% | -3.5% |
| 3M | +0.5% | -33.5% | +34.0% | +5.5% |
| 6M | -9.6% | -45.5% | +35.9% | -3.3% |
| YTD | +5.3% | -27.3% | +32.6% | +7.9% |
| 1Y | +3.4% | -40.7% | +44.1% | +8.1% |
| 3Y | +25.9% | +145.9% | -120.0% | -0.6% |
| 5Y | +85.8% | -13.9% | +99.7% | +67.2% |
| All | +248.6% | +271.0% | -22.4% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling