-1.7%
CDNS vs MULL
+2,561.4%
-2,563.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +11.8% | -15.8% | -5.3% |
| 7D | -14.0% | +17.3% | -31.3% | -15.7% |
| 30D | -13.2% | +23.5% | -36.7% | -15.7% |
| 3M | -28.9% | -24.0% | -4.9% | -30.8% |
| 6M | -4.2% | +276.7% | -280.9% | -28.2% |
| YTD | -6.4% | +565.1% | -571.4% | -37.1% |
| 1Y | -16.2% | +2,802.6% | -2,818.8% | -58.4% |
| All | -1.7% | +2,561.4% | -2,563.1% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling