+5,711.3%
CDNS vs MTZ
+3,182.4%
+2,528.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -3.5% |
| 7D | -9.2% | +3.6% | -12.8% | -9.8% |
| 30D | -16.3% | -9.6% | -6.6% | -15.1% |
| 3M | -27.9% | -31.9% | +4.0% | -24.4% |
| 6M | -4.3% | -13.8% | +9.5% | -3.6% |
| YTD | -9.1% | +13.3% | -22.4% | -12.4% |
| 1Y | -21.2% | +39.3% | -60.5% | -26.7% |
| 3Y | +19.4% | +168.3% | -149.0% | -1.1% |
| 5Y | +71.6% | +166.4% | -94.8% | +40.5% |
| 10Y | +1,005.1% | +739.9% | +265.1% | +626.1% |
| All | +5,711.3% | +3,182.4% | +2,528.9% | +2,304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling