+1,044.2%
CDNS vs MTUM
+357.8%
+686.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.2% |
| 7D | -1.1% | +0.7% | -1.9% | -2.0% |
| 30D | -10.4% | -2.4% | -8.0% | -8.3% |
| 3M | -24.6% | -3.6% | -20.9% | -23.5% |
| 6M | -1.6% | +23.7% | -25.3% | -24.9% |
| YTD | -7.4% | +22.9% | -30.3% | -28.9% |
| 1Y | -18.4% | +21.8% | -40.2% | -36.7% |
| 3Y | +19.0% | +114.4% | -95.5% | -50.7% |
| 5Y | +73.4% | +79.6% | -6.1% | -11.6% |
| All | +1,044.2% | +357.8% | +686.4% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling