-16.2%
CDNS vs MTUM
+26.3%
-42.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -5.1% |
| 7D | -14.0% | +1.7% | -15.7% | -14.9% |
| 30D | -13.2% | -1.7% | -11.5% | -12.4% |
| 3M | -28.9% | -6.3% | -22.6% | -26.7% |
| 6M | -4.2% | +21.8% | -26.0% | -20.1% |
| YTD | -6.4% | +22.0% | -28.4% | -22.2% |
| 1Y | -16.2% | +25.3% | -41.6% | -27.9% |
| All | -16.2% | +26.3% | -42.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling