+226.2%
MRK vs CDNS
+1,042.5%
-816.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | -6.5% | +1.5% | -4.2% |
| 30D | +11.0% | -13.0% | +24.0% | +12.8% |
| 3M | +22.4% | -26.0% | +48.4% | +26.7% |
| 6M | +25.4% | -2.8% | +28.2% | +24.5% |
| YTD | +39.5% | -8.8% | +48.3% | +39.2% |
| 1Y | +78.0% | -15.8% | +93.8% | +79.5% |
| 3Y | +45.5% | +19.7% | +25.8% | +34.5% |
| 5Y | +130.3% | +70.8% | +59.5% | +92.2% |
| All | +226.2% | +1,042.5% | -816.4% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling