+5,979.9%
MCD vs CDNS
+6,098.4%
-118.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | -2.8% | -14.0% | +11.2% | -1.2% |
| 30D | -6.0% | -13.2% | +7.1% | -4.6% |
| 3M | -5.6% | -28.9% | +23.3% | -2.2% |
| 6M | -21.9% | -4.2% | -17.7% | -22.0% |
| YTD | -14.7% | -6.4% | -8.3% | -14.9% |
| 1Y | -17.3% | -16.2% | -1.1% | -16.6% |
| 3Y | -2.2% | +20.2% | -22.3% | -6.8% |
| 5Y | +20.3% | +76.6% | -56.3% | +8.3% |
| 10Y | +180.7% | +1,029.7% | -849.0% | +104.3% |
| All | +5,979.9% | +6,098.4% | -118.4% | +2,905.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling