-13.8%
CTSH vs MKC
-23.8%
+10.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -9.8% | -2.8% | -7.0% | -9.4% |
| 30D | +0.1% | -3.4% | +3.5% | +0.6% |
| 3M | +13.2% | +3.8% | +9.5% | +13.2% |
| 6M | -6.2% | -17.9% | +11.7% | -7.1% |
| YTD | -28.5% | -23.6% | -4.8% | -28.7% |
| 1Y | -13.8% | -23.1% | +9.3% | -13.8% |
| All | -13.8% | -23.8% | +10.0% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling