-4.1%
CTSH vs MDB
+1,017.4%
-1,021.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.0% |
| 7D | -2.7% | -17.4% | +14.7% | -0.1% |
| 30D | +12.4% | -2.0% | +14.4% | +12.3% |
| 3M | +17.4% | -3.0% | +20.4% | +17.1% |
| 6M | -3.1% | +48.7% | -51.8% | -9.5% |
| YTD | -23.6% | -12.1% | -11.4% | -23.7% |
| 1Y | -10.8% | +14.5% | -25.3% | -14.7% |
| 3Y | -8.3% | -6.1% | -2.2% | -14.5% |
| 5Y | -11.3% | -27.3% | +16.0% | -20.6% |
| All | -4.1% | +1,017.4% | -1,021.5% | -48.1% |
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