+1,166.2%
CDNS vs MET
+197.3%
+968.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +1.0% | +4.5% | -3.5% | -0.6% |
| 30D | -2.0% | +3.5% | -5.5% | -3.3% |
| 3M | -0.2% | +5.9% | -6.2% | -2.6% |
| 6M | -8.9% | +33.1% | -42.0% | -18.6% |
| YTD | +3.3% | +33.6% | -30.2% | -8.0% |
| 1Y | +2.2% | +32.7% | -30.5% | -8.9% |
| 3Y | +22.4% | +85.0% | -62.7% | -4.4% |
| 5Y | +78.0% | +85.6% | -7.6% | +37.5% |
| All | +1,166.2% | +197.3% | +968.9% | +661.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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