+22.2%
CTSH vs MDY
+177.2%
-155.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.2% |
| 7D | -3.7% | -1.9% | -1.9% | -2.2% |
| 30D | +3.7% | -4.6% | +8.3% | +7.8% |
| 3M | +17.9% | -1.2% | +19.2% | +18.5% |
| 6M | -2.6% | +9.2% | -11.9% | -10.8% |
| YTD | -26.4% | +13.1% | -39.5% | -34.6% |
| 1Y | -13.0% | +13.0% | -26.0% | -22.7% |
| 3Y | -11.2% | +49.2% | -60.4% | -38.7% |
| 5Y | -14.3% | +47.2% | -61.5% | -40.3% |
| All | +22.2% | +177.2% | -155.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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