+38.4%
CTSH vs MMM
+79.9%
-41.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.8% | +7.0% | -5.1% | -1.4% |
| 30D | +9.8% | +18.4% | -8.6% | +1.5% |
| 3M | +12.1% | +4.5% | +7.6% | +9.4% |
| 6M | +27.4% | +33.4% | -6.0% | +10.6% |
| YTD | -20.3% | +20.0% | -40.2% | -27.9% |
| 1Y | -8.8% | +15.0% | -23.8% | -15.9% |
| 3Y | +4.0% | +165.0% | -160.9% | -39.7% |
| 5Y | -12.2% | +47.9% | -60.1% | -30.2% |
| All | +38.4% | +79.9% | -41.5% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling