+251.1%
CDNS vs MP
+268.3%
-17.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.3% |
| 7D | +2.4% | -3.6% | +6.1% | +2.9% |
| 30D | -6.0% | -21.0% | +15.0% | -3.3% |
| 3M | -0.1% | -33.3% | +33.2% | +4.8% |
| 6M | -8.6% | -45.9% | +37.4% | -2.1% |
| YTD | +6.1% | -27.8% | +33.9% | +8.8% |
| 1Y | +0.8% | -43.2% | +44.0% | +6.0% |
| 3Y | +26.8% | +144.0% | -117.2% | +0.2% |
| 5Y | +86.9% | -6.1% | +93.0% | +67.1% |
| All | +251.1% | +268.3% | -17.2% | +195.9% |
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