+35,575.5%
CTSH vs MDT
+464.2%
+35,111.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 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