+2.5%
CTSH vs MMM
+160.9%
-158.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | +3.9% | +14.4% | -10.5% | +0.2% |
| 3M | +10.2% | +1.8% | +8.4% | +9.4% |
| 6M | +35.3% | +31.3% | +4.0% | +25.0% |
| YTD | -21.8% | +18.0% | -39.8% | -25.8% |
| 1Y | -12.1% | +10.9% | -23.0% | -15.2% |
| All | +2.5% | +160.9% | -158.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling