-16.2%
CDNS vs MXL
+316.6%
-332.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.5% | -9.5% | -4.5% |
| 7D | -14.0% | +1.6% | -15.6% | -14.2% |
| 30D | -13.2% | -7.0% | -6.2% | -12.8% |
| 3M | -28.9% | -33.4% | +4.5% | -27.5% |
| 6M | -4.2% | +260.2% | -264.3% | -28.3% |
| YTD | -6.4% | +260.0% | -266.3% | -30.7% |
| 1Y | -16.2% | +303.5% | -319.7% | -40.8% |
| All | -16.2% | +316.6% | -332.8% | -40.8% |
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