+950.8%
MU vs CDNS
+23.9%
+926.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -0.2% |
| 7D | +12.8% | +1.0% | +11.8% | +11.9% |
| 30D | -14.9% | -2.0% | -12.9% | -13.1% |
| 3M | -18.0% | -0.2% | -17.8% | -18.2% |
| 6M | -3.1% | -8.9% | +5.8% | +4.1% |
| YTD | +172.9% | +3.3% | +169.6% | +163.7% |
| 1Y | +228.8% | +2.2% | +226.6% | +220.7% |
| 3Y | +950.8% | +22.4% | +928.5% | +763.7% |
| All | +950.8% | +23.9% | +926.9% | +763.7% |
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