+6,717.9%
CDNS vs MTB
+7,592.0%
-874.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +7.0% | 0.0% | +7.0% | +7.1% |
| 30D | -0.3% | +0.8% | -1.1% | -0.6% |
| 3M | +3.2% | -12.8% | +15.9% | +8.7% |
| 6M | -6.9% | +6.7% | -13.6% | -9.7% |
| YTD | +6.6% | +11.3% | -4.7% | +1.2% |
| 1Y | +5.6% | +20.2% | -14.5% | -2.8% |
| 3Y | +27.4% | +103.8% | -76.3% | -7.4% |
| 5Y | +83.7% | +60.9% | +22.8% | +41.3% |
| 10Y | +1,215.9% | +115.0% | +1,100.9% | +674.2% |
| All | +6,717.9% | +7,592.0% | -874.1% | +465.0% |
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