+1,026.7%
CDNS vs MXL
+284.4%
+742.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.8% |
| 7D | -6.5% | +16.6% | -23.2% | -9.8% |
| 30D | -13.0% | +0.5% | -13.5% | -13.9% |
| 3M | -26.0% | -3.6% | -22.4% | -29.4% |
| 6M | -2.8% | +328.0% | -330.9% | -42.3% |
| YTD | -8.8% | +297.8% | -306.7% | -45.2% |
| 1Y | -15.8% | +339.4% | -355.2% | -51.4% |
| 3Y | +19.7% | +201.7% | -182.0% | -33.3% |
| 5Y | +70.8% | +32.8% | +38.0% | +14.7% |
| All | +1,026.7% | +284.4% | +742.4% | +368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling