-1.1%
CDNS vs MXL
+276.5%
-277.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.1% | +12.9% | +2.9% |
| 7D | -3.8% | -24.3% | +20.6% | -1.1% |
| 30D | -6.8% | -46.1% | +39.3% | -1.3% |
| 3M | -3.3% | -21.8% | +18.6% | -1.8% |
| 6M | -5.7% | -27.2% | +21.5% | -5.8% |
| YTD | +5.4% | +226.2% | -220.7% | -21.8% |
| 1Y | -1.1% | +297.0% | -298.1% | -30.3% |
| All | -1.1% | +276.5% | -277.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling