+18.7%
CTSH vs MKC
+29.3%
-10.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -9.8% | -2.8% | -7.0% | -8.8% |
| 30D | +0.1% | -3.4% | +3.5% | +1.3% |
| 3M | +13.2% | +3.8% | +9.5% | +11.7% |
| 6M | -6.2% | -17.9% | +11.7% | -0.1% |
| YTD | -28.5% | -23.6% | -4.8% | -22.3% |
| 1Y | -13.8% | -23.1% | +9.3% | -6.9% |
| 3Y | -13.7% | -31.5% | +17.8% | -3.9% |
| 5Y | -16.7% | -33.1% | +16.4% | -8.0% |
| All | +18.7% | +29.3% | -10.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling