-13.9%
CTSH vs MDB
+9.1%
-23.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.4% | -3.2% |
| 7D | -5.5% | -18.0% | +12.5% | -2.4% |
| 30D | +4.5% | -10.7% | +15.2% | +6.2% |
| 3M | +13.7% | +1.0% | +12.8% | +12.6% |
| 6M | -8.4% | +31.6% | -40.0% | -13.5% |
| YTD | -26.5% | -15.2% | -11.3% | -27.9% |
| 1Y | -13.9% | +10.1% | -24.0% | -14.9% |
| All | -13.9% | +9.1% | -23.1% | -14.9% |
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