+238.7%
CDNS vs MP
+257.7%
-19.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.1% |
| 7D | -2.4% | -10.5% | +8.1% | -1.1% |
| 30D | -10.2% | -23.5% | +13.4% | -7.1% |
| 3M | -5.5% | -25.4% | +20.0% | -2.2% |
| 6M | -9.9% | -51.3% | +41.4% | -2.3% |
| YTD | +2.3% | -29.9% | +32.3% | +5.3% |
| 1Y | -1.4% | -31.8% | +30.4% | +1.4% |
| 3Y | +28.1% | +127.0% | -98.9% | +2.2% |
| 5Y | +79.7% | -3.3% | +83.0% | +60.6% |
| All | +238.7% | +257.7% | -19.0% | +186.5% |
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