+1,044.2%
CDNS vs MTB
+173.8%
+870.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -10.4% | -4.8% | -5.6% | -9.4% |
| 3M | -24.6% | +6.0% | -30.5% | -25.7% |
| 6M | -1.6% | +19.6% | -21.2% | -6.1% |
| YTD | -7.4% | +21.5% | -28.9% | -12.1% |
| 1Y | -18.4% | +24.7% | -43.1% | -23.1% |
| 3Y | +19.0% | +108.6% | -89.6% | -1.5% |
| 5Y | +73.4% | +106.7% | -33.3% | +42.4% |
| All | +1,044.2% | +173.8% | +870.4% | +788.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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