+75.8%
CDNS vs MTZ
+168.2%
-92.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +0.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -10.4% | -14.5% | +4.0% | -6.9% |
| 3M | -24.6% | -32.9% | +8.3% | -17.6% |
| 6M | -1.6% | -20.8% | +19.2% | +1.1% |
| YTD | -7.4% | +10.6% | -18.0% | -14.9% |
| 1Y | -18.4% | +27.1% | -45.5% | -28.5% |
| 3Y | +19.0% | +166.1% | -147.2% | -17.2% |
| All | +75.8% | +168.2% | -92.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling