+2,172.3%
CDNS vs MTUM
+595.4%
+1,576.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +2.2% |
| 7D | -6.5% | +1.2% | -7.8% | -7.9% |
| 30D | -13.0% | -1.7% | -11.3% | -11.7% |
| 3M | -26.0% | -0.5% | -25.5% | -27.7% |
| 6M | -2.8% | +22.3% | -25.2% | -24.2% |
| YTD | -8.8% | +21.4% | -30.2% | -28.4% |
| 1Y | -15.8% | +20.0% | -35.9% | -33.0% |
| 3Y | +19.7% | +113.0% | -93.2% | -48.1% |
| 5Y | +70.8% | +77.3% | -6.5% | -9.1% |
| 10Y | +1,038.0% | +350.5% | +687.5% | +157.9% |
| All | +2,172.3% | +595.4% | +1,576.9% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling