-4.6%
CDNS vs MULL
+2,481.0%
-2,485.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.6% |
| 7D | -9.2% | +14.0% | -23.2% | -10.7% |
| 30D | -16.3% | +24.8% | -41.1% | -18.8% |
| 3M | -27.9% | -16.1% | -11.8% | -30.5% |
| 6M | -4.3% | +330.9% | -335.2% | -29.6% |
| YTD | -9.1% | +545.0% | -554.1% | -38.7% |
| 1Y | -21.2% | +2,427.1% | -2,448.4% | -59.9% |
| All | -4.6% | +2,481.0% | -2,485.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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