+1,026.7%
CDNS vs MTZ
+743.7%
+283.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.0% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | -13.0% | -14.8% | +1.8% | -9.9% |
| 3M | -26.0% | -30.8% | +4.8% | -20.8% |
| 6M | -2.8% | -22.6% | +19.8% | +0.4% |
| YTD | -8.8% | +6.8% | -15.7% | -13.5% |
| 1Y | -15.8% | +22.1% | -38.0% | -23.0% |
| 3Y | +19.7% | +153.1% | -133.4% | -10.2% |
| 5Y | +70.8% | +161.4% | -90.7% | +23.8% |
| All | +1,026.7% | +743.7% | +283.0% | +514.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling