-2.7%
CDNS vs MP
-42.5%
+39.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.8% |
| 7D | -2.4% | -10.5% | +8.1% | -0.4% |
| 30D | -10.2% | -23.5% | +13.4% | -5.8% |
| 3M | -5.5% | -25.4% | +20.0% | -0.8% |
| 6M | -9.9% | -51.3% | +41.4% | +1.1% |
| YTD | +2.3% | -29.9% | +32.3% | +8.0% |
| All | -2.7% | -42.5% | +39.7% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling