+6,507.0%
CDNS vs MTZ
+2,337.1%
+4,170.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.9% |
| 7D | +1.0% | +5.0% | -4.0% | +0.2% |
| 30D | -2.0% | -6.0% | +4.0% | -1.4% |
| 3M | -0.2% | -36.1% | +35.9% | +6.2% |
| 6M | -8.9% | -56.9% | +48.0% | +2.0% |
| YTD | +3.3% | -15.9% | +19.2% | +3.7% |
| 1Y | +2.2% | -3.8% | +6.1% | +0.5% |
| 3Y | +22.4% | +272.3% | -249.9% | -3.2% |
| 5Y | +78.0% | +91.1% | -13.0% | +52.7% |
| 10Y | +1,175.2% | +426.0% | +749.2% | +795.5% |
| All | +6,507.0% | +2,337.1% | +4,170.0% | +2,747.5% |
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