+1,242.9%
CDNS vs MPC
+1,165.8%
+77.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +4.2% |
| 7D | +2.1% | -9.4% | +11.5% | +4.2% |
| 30D | -4.6% | -14.3% | +9.7% | -1.9% |
| 3M | -0.8% | +31.1% | -31.9% | -7.5% |
| 6M | -7.2% | +60.3% | -67.5% | -17.5% |
| YTD | +7.7% | +142.5% | -134.9% | -13.6% |
| 1Y | +3.5% | +104.6% | -101.0% | -13.7% |
| 3Y | +31.2% | +191.7% | -160.5% | -1.0% |
| 5Y | +84.5% | +549.2% | -464.7% | +13.7% |
| 10Y | +1,242.9% | +1,106.2% | +136.7% | +583.9% |
| All | +1,242.9% | +1,165.8% | +77.1% | +583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling