+3,812.0%
MRK vs CDNS
+6,098.4%
-2,286.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.9% |
| 7D | +1.3% | -14.0% | +15.3% | +3.0% |
| 30D | +17.1% | -13.2% | +30.3% | +18.9% |
| 3M | +25.9% | -28.9% | +54.8% | +30.4% |
| 6M | +26.8% | -4.2% | +31.0% | +26.5% |
| YTD | +44.9% | -6.4% | +51.3% | +44.6% |
| 1Y | +84.8% | -16.2% | +101.0% | +86.5% |
| 3Y | +50.1% | +20.2% | +29.9% | +42.8% |
| 5Y | +127.4% | +76.6% | +50.8% | +103.4% |
| 10Y | +240.0% | +1,029.7% | -789.7% | +140.6% |
| All | +3,812.0% | +6,098.4% | -2,286.3% | +1,670.7% |
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