-4.4%
CDNS vs MULL
+2,620.5%
-2,624.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.4% |
| 7D | -7.2% | +14.8% | -22.0% | -8.8% |
| 30D | -14.3% | +36.6% | -50.8% | -17.7% |
| 3M | -27.2% | -8.9% | -18.3% | -30.5% |
| 6M | -4.5% | +311.9% | -316.5% | -29.2% |
| YTD | -9.0% | +579.8% | -588.8% | -39.0% |
| 1Y | -21.3% | +2,421.5% | -2,442.9% | -59.7% |
| All | -4.4% | +2,620.5% | -2,624.9% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling