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  • CTSH vs MDT✓SelectedUSD · MDTCTSH vs MDT performance historyLatest closeAs of-2.74%11/06
Stock and ETF performance explorer

CTSH vs MDT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35,575.5%
MDT return
+464.2%
Excess return
+35,111.2%
Maximum drawdown
-71.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMDTExcessAlpha
1D-2.7%-2.9%+0.2%-1.3%
7D-0.6%+5.4%-6.0%-3.2%
30D+13.4%+19.1%-5.6%+3.9%
3M+14.4%+19.5%-5.0%+4.6%
6M+27.7%+33.5%-5.7%+10.0%
YTD-20.6%+8.7%-29.3%-24.6%
1Y-9.1%+16.8%-25.9%-16.9%
3Y+3.1%+53.0%-49.9%-18.9%
5Y-11.8%-2.9%-8.9%-13.9%
10Y+42.7%+61.4%-18.7%+6.2%
All+35,575.5%+464.2%+35,111.2%+10,621.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling