+6,507.0%
CDNS vs MTB
+7,638.9%
-1,131.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +1.0% | +1.5% | -0.6% | +0.4% |
| 30D | -2.0% | +2.3% | -4.3% | -2.9% |
| 3M | -0.2% | -12.1% | +11.9% | +4.8% |
| 6M | -8.9% | +9.8% | -18.7% | -12.7% |
| YTD | +3.3% | +12.0% | -8.7% | -2.2% |
| 1Y | +2.2% | +22.0% | -19.8% | -6.6% |
| 3Y | +22.4% | +107.6% | -85.2% | -11.7% |
| 5Y | +78.0% | +61.9% | +16.2% | +36.6% |
| 10Y | +1,175.2% | +116.3% | +1,058.9% | +648.4% |
| All | +6,507.0% | +7,638.9% | -1,131.9% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling