+0.1%
CTSH vs MDB
+906.0%
-905.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +9.8% | -14.0% | +23.8% | +11.6% |
| 3M | +12.1% | -20.3% | +32.5% | +14.5% |
| 6M | +27.4% | +10.9% | +16.5% | +23.2% |
| YTD | -20.3% | -20.9% | +0.6% | -20.0% |
| 1Y | -8.8% | -11.2% | +2.4% | -10.3% |
| 3Y | +4.0% | -11.9% | +16.0% | -2.8% |
| 5Y | -12.2% | -40.2% | +28.0% | -19.5% |
| All | +0.1% | +906.0% | -905.9% | -45.5% |
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