+5,519.8%
CDNS vs MTCH
+14,357.7%
-8,837.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -9.2% | -1.8% | -7.4% | -8.9% |
| 30D | -16.3% | +10.4% | -26.7% | -18.1% |
| 3M | -27.9% | +21.0% | -48.9% | -31.1% |
| 6M | -4.3% | +36.6% | -40.9% | -10.7% |
| YTD | -9.1% | +29.7% | -38.8% | -14.3% |
| 1Y | -21.2% | +8.6% | -29.8% | -23.0% |
| 3Y | +19.4% | -2.7% | +22.1% | +16.0% |
| 5Y | +71.6% | -72.9% | +144.5% | +111.0% |
| 10Y | +1,005.1% | +185.0% | +820.1% | +701.9% |
| All | +5,519.8% | +14,357.7% | -8,837.9% | +2,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling