+38.7%
CTSH vs MDT
+58.3%
-19.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | +1.8% | +2.7% | -0.9% | +0.3% |
| 30D | +9.8% | +14.8% | -5.0% | +1.8% |
| 3M | +12.1% | +14.6% | -2.4% | +4.0% |
| 6M | +27.4% | +35.7% | -8.3% | +7.6% |
| YTD | -20.3% | +8.5% | -28.7% | -24.4% |
| 1Y | -8.8% | +13.3% | -22.1% | -15.7% |
| 3Y | +4.0% | +58.6% | -54.5% | -22.1% |
| 5Y | -12.2% | -2.6% | -9.6% | -13.7% |
| 10Y | +38.7% | +60.0% | -21.2% | +4.4% |
| All | +38.7% | +58.3% | -19.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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