-10.8%
CTSH vs MDB
+18.3%
-29.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.9% |
| 7D | -2.7% | -17.4% | +14.7% | +0.4% |
| 30D | +12.4% | -2.0% | +14.4% | +12.3% |
| 3M | +17.4% | -3.0% | +20.4% | +16.8% |
| 6M | -3.1% | +48.7% | -51.8% | -10.0% |
| YTD | -23.6% | -12.1% | -11.4% | -25.5% |
| 1Y | -10.8% | +14.5% | -25.3% | -12.4% |
| All | -10.8% | +18.3% | -29.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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