+18.5%
CTSH vs MKC
+30.3%
-11.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -8.2% | -4.3% | -3.9% | -6.8% |
| 30D | +0.4% | -3.1% | +3.5% | +1.5% |
| 3M | +10.6% | +6.8% | +3.8% | +7.9% |
| 6M | -8.8% | -18.3% | +9.5% | -2.7% |
| YTD | -28.6% | -23.1% | -5.6% | -22.7% |
| 1Y | -15.9% | -23.7% | +7.8% | -8.9% |
| 3Y | -13.9% | -31.0% | +17.1% | -4.4% |
| 5Y | -17.1% | -33.5% | +16.4% | -8.1% |
| All | +18.5% | +30.3% | -11.8% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling