-29.0%
CTSH vs MDLN
-7.5%
-21.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +1.1% |
| 7D | -9.8% | -11.5% | +1.7% | -7.7% |
| 30D | +0.1% | -7.6% | +7.7% | +1.6% |
| 3M | +13.2% | -11.4% | +24.6% | +16.0% |
| 6M | -6.2% | -24.5% | +18.3% | -1.3% |
| YTD | -28.5% | -22.9% | -5.6% | -25.3% |
| All | -29.0% | -7.5% | -21.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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