-16.2%
CDNS vs MTZ
+30.9%
-47.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.2% |
| 7D | -14.0% | -1.6% | -12.4% | -13.9% |
| 30D | -13.2% | -11.1% | -2.1% | -12.1% |
| 3M | -28.9% | -36.7% | +7.8% | -25.5% |
| 6M | -4.2% | -21.9% | +17.8% | -4.3% |
| YTD | -6.4% | +9.1% | -15.5% | -12.8% |
| 1Y | -16.2% | +30.0% | -46.2% | -18.0% |
| All | -16.2% | +30.9% | -47.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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