+73.1%
CDNS vs MTCH
-73.6%
+146.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -6.5% | -1.4% | -5.1% | -6.1% |
| 30D | -13.0% | +13.6% | -26.6% | -16.5% |
| 3M | -26.0% | +22.4% | -48.4% | -30.8% |
| 6M | -2.8% | +37.2% | -40.0% | -12.1% |
| YTD | -8.8% | +31.8% | -40.6% | -16.6% |
| 1Y | -15.8% | +12.9% | -28.7% | -19.7% |
| 3Y | +19.7% | -1.1% | +20.9% | +14.8% |
| All | +73.1% | -73.6% | +146.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling