-0.4%
CTSH vs MDB
+848.0%
-848.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.1% |
| 7D | -0.6% | -11.4% | +10.8% | +1.0% |
| 30D | +13.4% | -13.8% | +27.2% | +15.2% |
| 3M | +14.4% | -15.5% | +29.9% | +15.8% |
| 6M | +27.7% | +17.9% | +9.8% | +22.3% |
| YTD | -20.6% | -25.5% | +4.8% | -19.6% |
| 1Y | -9.1% | -12.1% | +3.0% | -10.5% |
| 3Y | +3.1% | -5.9% | +9.0% | -4.9% |
| 5Y | -11.8% | -43.7% | +31.9% | -18.4% |
| All | -0.4% | +848.0% | -848.3% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling