-1.5%
MCD vs CDNS
+17.7%
-19.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.1% |
| 7D | -2.0% | -9.2% | +7.2% | -2.0% |
| 30D | -6.1% | -16.3% | +10.1% | -6.0% |
| 3M | -7.3% | -27.9% | +20.7% | -7.1% |
| 6M | -20.9% | -4.3% | -16.6% | -21.3% |
| YTD | -14.7% | -9.1% | -5.6% | -15.0% |
| 1Y | -16.1% | -21.2% | +5.1% | -16.0% |
| 3Y | -1.5% | +19.4% | -20.9% | -6.7% |
| All | -1.5% | +17.7% | -19.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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