+229.7%
CDNS vs MP
+240.8%
-11.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.0% | +0.6% | -4.7% |
| 7D | -9.1% | -19.0% | +9.8% | -6.7% |
| 30D | -13.4% | -30.5% | +17.1% | -9.4% |
| 3M | -7.6% | -29.6% | +22.0% | -3.8% |
| 6M | -11.9% | -50.4% | +38.5% | -4.7% |
| YTD | -0.4% | -33.2% | +32.8% | +3.1% |
| 1Y | -4.9% | -38.6% | +33.6% | -1.0% |
| 3Y | +24.8% | +105.5% | -80.7% | +1.0% |
| 5Y | +75.0% | -7.8% | +82.8% | +57.3% |
| All | +229.7% | +240.8% | -11.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling