+209.9%
CDNS vs MP
+450.8%
-240.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.2% |
| 7D | -14.0% | -2.9% | -11.2% | -13.7% |
| 30D | -13.2% | +13.8% | -27.0% | -14.7% |
| 3M | -28.9% | -16.7% | -12.2% | -27.6% |
| 6M | -4.2% | -11.5% | +7.3% | -3.6% |
| YTD | -6.4% | +7.9% | -14.3% | -8.5% |
| 1Y | -16.2% | -15.0% | -1.2% | -17.0% |
| 3Y | +20.2% | +153.5% | -133.3% | -4.5% |
| 5Y | +76.6% | +58.7% | +18.0% | +48.8% |
| All | +209.9% | +450.8% | -240.9% | +148.8% |
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 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