-1.9%
CTSH vs MDB
+929.6%
-931.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -4.2% | +11.6% | -15.7% | -5.7% |
| 30D | +3.9% | -8.9% | +12.9% | +4.8% |
| 3M | +10.2% | -22.4% | +32.6% | +12.9% |
| 6M | +35.3% | +10.1% | +25.2% | +31.0% |
| YTD | -21.8% | -19.0% | -2.8% | -21.8% |
| 1Y | -12.1% | -7.0% | -5.1% | -14.1% |
| 3Y | +2.0% | -9.8% | +11.9% | -5.0% |
| 5Y | -15.3% | -40.1% | +24.8% | -22.4% |
| All | -1.9% | +929.6% | -931.5% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling