+41,921.4%
MCHP vs CDNS
+7,590.2%
+34,331.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | +0.1% |
| 7D | +2.8% | -9.2% | +12.0% | +6.7% |
| 30D | -12.8% | -16.3% | +3.4% | -6.6% |
| 3M | -19.2% | -27.9% | +8.7% | -8.1% |
| 6M | +14.5% | -4.3% | +18.9% | +15.1% |
| YTD | +17.1% | -9.1% | +26.2% | +19.3% |
| 1Y | +15.3% | -21.2% | +36.5% | +24.3% |
| 3Y | +0.5% | +19.4% | -18.9% | -8.9% |
| 5Y | +6.1% | +71.6% | -65.5% | -16.4% |
| 10Y | +192.2% | +1,005.1% | -812.8% | +20.0% |
| All | +41,921.4% | +7,590.2% | +34,331.2% | +6,294.2% |
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