+73.1%
CDNS vs MTUM
+76.4%
-3.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +2.1% |
| 7D | -6.5% | +1.2% | -7.8% | -7.9% |
| 30D | -13.0% | -1.7% | -11.3% | -11.8% |
| 3M | -26.0% | -0.5% | -25.5% | -27.9% |
| 6M | -2.8% | +22.3% | -25.2% | -25.3% |
| YTD | -8.8% | +21.4% | -30.2% | -29.4% |
| 1Y | -15.8% | +20.0% | -35.9% | -33.9% |
| 3Y | +19.7% | +113.0% | -93.2% | -51.5% |
| All | +73.1% | +76.4% | -3.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling