-11.3%
CTSH vs MKC
-29.9%
+18.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | -5.5% | -4.3% | -1.1% | -4.5% |
| 30D | +4.5% | -2.0% | +6.5% | +4.9% |
| 3M | +13.7% | +10.0% | +3.7% | +11.7% |
| 6M | -8.4% | -18.5% | +10.1% | -5.1% |
| YTD | -26.5% | -22.4% | -4.1% | -23.2% |
| 1Y | -13.9% | -23.6% | +9.7% | -9.8% |
| 3Y | -11.3% | -30.4% | +19.1% | -8.1% |
| All | -11.3% | -29.9% | +18.5% | -8.1% |
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