-15.9%
CTSH vs MDT
+2.2%
-18.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -8.2% | -0.3% | -7.9% | -8.1% |
| 30D | +0.4% | +2.8% | -2.4% | -0.5% |
| 3M | +10.6% | +13.1% | -2.5% | +7.2% |
| 6M | -8.8% | +2.3% | -11.1% | -8.3% |
| YTD | -28.6% | -2.7% | -25.9% | -27.5% |
| 1Y | -15.9% | +0.9% | -16.8% | -16.6% |
| All | -15.9% | +2.2% | -18.1% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling