+73.1%
CDNS vs MRSH
+18.5%
+54.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -6.5% | -5.9% | -0.6% | -3.7% |
| 30D | -13.0% | -7.3% | -5.7% | -9.8% |
| 3M | -26.0% | +6.7% | -32.7% | -29.1% |
| 6M | -2.8% | +3.0% | -5.8% | -5.7% |
| YTD | -8.8% | -2.9% | -5.9% | -9.3% |
| 1Y | -15.8% | -9.0% | -6.9% | -13.3% |
| 3Y | +19.7% | -4.3% | +24.0% | +13.1% |
| All | +73.1% | +18.5% | +54.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling