-10.8%
CTSH vs MCK
+32.0%
-42.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -3.3% |
| 7D | -2.7% | +1.7% | -4.4% | -3.1% |
| 30D | +12.4% | +3.6% | +8.7% | +11.4% |
| 3M | +17.4% | +20.1% | -2.7% | +13.4% |
| 6M | -3.1% | -7.0% | +3.9% | -5.2% |
| YTD | -23.6% | +11.0% | -34.6% | -25.8% |
| 1Y | -10.8% | +31.8% | -42.7% | -14.8% |
| All | -10.8% | +32.0% | -42.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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