-10.8%
CTSH vs MMM
+12.8%
-23.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.6% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +12.4% | -7.0% | +19.4% | +13.9% |
| 3M | +17.4% | +10.8% | +6.6% | +14.4% |
| 6M | -3.1% | +5.8% | -8.8% | -4.4% |
| YTD | -23.6% | +6.8% | -30.3% | -24.9% |
| 1Y | -10.8% | +10.4% | -21.2% | -14.7% |
| All | -10.8% | +12.8% | -23.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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