+1.8%
CTSH vs MDY
+56.8%
-55.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +2.3% | -4.4% | -3.5% |
| 30D | +1.4% | +2.0% | -0.6% | -0.1% |
| 3M | +7.5% | -5.6% | +13.1% | +11.0% |
| 6M | +39.6% | +1.3% | +38.3% | +36.7% |
| YTD | -22.3% | +12.3% | -34.6% | -29.8% |
| 1Y | -12.0% | +15.8% | -27.7% | -22.2% |
| 3Y | +1.8% | +56.5% | -54.7% | -26.1% |
| All | +1.8% | +56.8% | -55.0% | -26.1% |
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