+1,026.6%
CDNS vs MPC
+1,119.4%
-92.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +5.4% | -19.5% | -15.1% |
| 30D | -13.2% | +31.0% | -44.1% | -18.4% |
| 3M | -28.9% | +46.0% | -74.9% | -35.0% |
| 6M | -4.2% | +77.3% | -81.5% | -16.5% |
| YTD | -6.4% | +141.9% | -148.3% | -24.3% |
| 1Y | -16.2% | +120.9% | -137.1% | -31.0% |
| 3Y | +20.2% | +182.7% | -162.5% | -8.2% |
| 5Y | +76.6% | +646.4% | -569.8% | +6.0% |
| All | +1,026.6% | +1,119.4% | -92.8% | +456.7% |
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