+1,371.2%
MU vs CDNS
+19.0%
+1,352.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.0% | +10.1% | +9.0% |
| 7D | +9.0% | -14.0% | +23.0% | +21.2% |
| 30D | +13.8% | -13.2% | +27.0% | +25.4% |
| 3M | +2.1% | -28.9% | +31.0% | +31.4% |
| 6M | +153.8% | -4.2% | +158.0% | +161.8% |
| YTD | +256.4% | -6.4% | +262.8% | +269.7% |
| 1Y | +719.8% | -16.2% | +736.0% | +820.5% |
| All | +1,371.2% | +19.0% | +1,352.3% | +1,173.9% |
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