+4,128.8%
CDNS vs MXL
+298.4%
+3,830.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -1.4% |
| 7D | -7.2% | +19.0% | -26.2% | -10.6% |
| 30D | -14.3% | +4.5% | -18.7% | -15.7% |
| 3M | -27.2% | -1.5% | -25.7% | -30.4% |
| 6M | -4.5% | +348.6% | -353.1% | -40.5% |
| YTD | -9.0% | +310.3% | -319.2% | -42.3% |
| 1Y | -21.3% | +344.7% | -366.0% | -51.7% |
| 3Y | +19.6% | +211.2% | -191.6% | -28.7% |
| 5Y | +71.5% | +34.8% | +36.7% | +19.1% |
| 10Y | +1,036.6% | +286.5% | +750.0% | +469.9% |
| All | +4,128.8% | +298.4% | +3,830.4% | +1,688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling