+1,166.2%
CDNS vs MPC
+1,171.2%
-5.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | +11.2% | -10.3% | -1.2% |
| 30D | -2.0% | -14.5% | +12.5% | +1.0% |
| 3M | -0.2% | +16.7% | -16.9% | -4.3% |
| 6M | -8.9% | +67.6% | -76.5% | -19.7% |
| YTD | +3.3% | +157.9% | -154.6% | -18.1% |
| 1Y | +2.2% | +116.7% | -114.4% | -15.8% |
| 3Y | +22.4% | +199.8% | -177.4% | -8.2% |
| 5Y | +78.0% | +604.4% | -526.4% | +7.8% |
| All | +1,166.2% | +1,171.2% | -5.0% | +534.4% |
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