+1.8%
CTSH vs MKC
-21.4%
+23.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.1% | -3.0% | +0.8% | -1.5% |
| 30D | +1.4% | +4.8% | -3.4% | +0.4% |
| 3M | +7.5% | -12.8% | +20.3% | +10.7% |
| 6M | +39.6% | +5.0% | +34.5% | +38.4% |
| YTD | -22.3% | -29.1% | +6.8% | -17.0% |
| 1Y | -12.0% | -26.4% | +14.4% | -7.0% |
| 3Y | +1.8% | -21.6% | +23.4% | +5.8% |
| All | +1.8% | -21.4% | +23.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling