-11.3%
CTSH vs MDY
+51.1%
-62.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.4% |
| 7D | -5.5% | +1.0% | -6.5% | -6.1% |
| 30D | +4.5% | -3.1% | +7.6% | +6.5% |
| 3M | +13.7% | +1.8% | +11.9% | +11.7% |
| 6M | -8.4% | +10.8% | -19.2% | -15.7% |
| YTD | -26.5% | +14.4% | -40.9% | -34.0% |
| 1Y | -13.9% | +15.2% | -29.1% | -23.2% |
| 3Y | -11.3% | +51.2% | -62.5% | -35.4% |
| All | -11.3% | +51.1% | -62.4% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling