+28.1%
CDNS vs MPC
+160.2%
-132.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | -2.4% | -16.2% | +13.8% | -0.2% |
| 30D | -10.2% | -15.7% | +5.6% | -8.5% |
| 3M | -5.5% | +24.9% | -30.4% | -10.7% |
| 6M | -9.9% | +52.7% | -62.5% | -18.6% |
| YTD | +2.3% | +131.9% | -129.5% | -16.7% |
| 1Y | -1.4% | +96.6% | -98.0% | -16.3% |
| 3Y | +28.1% | +163.8% | -135.7% | +0.3% |
| All | +28.1% | +160.2% | -132.1% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling