+1,044.2%
CDNS vs MRSH
+218.8%
+825.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.1% | -4.8% | +3.6% | +1.9% |
| 30D | -10.4% | -6.3% | -4.1% | -6.9% |
| 3M | -24.6% | +5.8% | -30.4% | -28.0% |
| 6M | -1.6% | +2.8% | -4.4% | -5.1% |
| YTD | -7.4% | -3.1% | -4.3% | -8.2% |
| 1Y | -18.4% | -11.3% | -7.2% | -14.7% |
| 3Y | +19.0% | -5.0% | +23.9% | +14.8% |
| 5Y | +73.4% | +19.2% | +54.2% | +39.9% |
| All | +1,044.2% | +218.8% | +825.4% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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