-11.2%
CTSH vs MCK
+112.3%
-123.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | +3.7% | +0.4% | +3.3% | +3.6% |
| 3M | +17.9% | +12.1% | +5.8% | +15.7% |
| 6M | -2.6% | -5.4% | +2.8% | -2.9% |
| YTD | -26.4% | +7.8% | -34.2% | -27.7% |
| 1Y | -13.0% | +22.9% | -36.0% | -15.9% |
| 3Y | -11.2% | +110.7% | -121.9% | -16.1% |
| All | -11.2% | +112.3% | -123.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling