+78.5%
CDNS vs MP
-5.6%
+84.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.0% |
| 7D | -2.4% | -10.5% | +8.1% | -0.9% |
| 30D | -10.2% | -23.5% | +13.4% | -6.7% |
| 3M | -5.5% | -25.4% | +20.0% | -1.7% |
| 6M | -9.9% | -51.3% | +41.4% | -1.0% |
| YTD | +2.3% | -29.9% | +32.3% | +5.7% |
| 1Y | -1.4% | -31.8% | +30.4% | +1.7% |
| 3Y | +28.1% | +127.0% | -98.9% | -6.6% |
| All | +78.5% | -5.6% | +84.1% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling