-12.0%
CTSH vs MDT
+11.9%
-23.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | -2.1% | +1.0% | -3.2% | -2.5% |
| 30D | +1.4% | +9.2% | -7.8% | -2.0% |
| 3M | +7.5% | +14.5% | -7.0% | +2.2% |
| 6M | +39.6% | +37.3% | +2.3% | +29.1% |
| YTD | -22.3% | +9.8% | -32.1% | -25.1% |
| 1Y | -12.0% | +10.5% | -22.5% | -15.3% |
| All | -12.0% | +11.9% | -23.8% | -15.3% |
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