-19.7%
CDNS vs MTZ
+22.0%
-41.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.6% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | -13.0% | -14.8% | +1.8% | -11.2% |
| 3M | -26.0% | -30.8% | +4.8% | -23.2% |
| 6M | -2.8% | -22.6% | +19.8% | -4.1% |
| YTD | -8.8% | +6.8% | -15.7% | -19.7% |
| All | -19.7% | +22.0% | -41.6% | -34.8% |
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