+1,206.6%
CDNS vs MPC
+1,165.7%
+41.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.7% |
| 7D | +7.0% | +9.4% | -2.4% | +5.0% |
| 30D | -0.3% | -13.4% | +13.2% | +2.4% |
| 3M | +3.2% | +18.9% | -15.7% | -1.5% |
| 6M | -6.9% | +64.9% | -71.8% | -17.7% |
| YTD | +6.6% | +156.8% | -150.2% | -15.4% |
| 1Y | +5.6% | +113.2% | -107.5% | -12.6% |
| 3Y | +27.4% | +201.8% | -174.4% | -4.5% |
| 5Y | +83.7% | +601.4% | -517.7% | +11.4% |
| All | +1,206.6% | +1,165.7% | +41.0% | +555.2% |
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