+17.1%
CDNS vs MXL
+200.2%
-183.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.6% |
| 7D | -6.5% | +16.6% | -23.2% | -8.7% |
| 30D | -13.0% | +0.5% | -13.5% | -13.5% |
| 3M | -26.0% | -3.6% | -22.4% | -28.1% |
| 6M | -2.8% | +328.0% | -330.9% | -32.7% |
| YTD | -8.8% | +297.8% | -306.7% | -36.2% |
| 1Y | -15.8% | +339.4% | -355.2% | -42.8% |
| All | +17.1% | +200.2% | -183.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling