+34,247.0%
CTSH vs MMM
+941.7%
+33,305.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -2.7% | -3.3% | +0.6% | -0.8% |
| 30D | +12.4% | -7.0% | +19.4% | +17.0% |
| 3M | +17.4% | +10.8% | +6.6% | +9.8% |
| 6M | -3.1% | +5.8% | -8.8% | -7.4% |
| YTD | -23.6% | +6.8% | -30.3% | -27.8% |
| 1Y | -10.8% | +10.4% | -21.2% | -17.8% |
| 3Y | -8.3% | +104.7% | -113.0% | -44.9% |
| 5Y | -11.3% | +23.6% | -34.9% | -28.3% |
| 10Y | +22.6% | +54.1% | -31.5% | -18.6% |
| All | +34,247.0% | +941.7% | +33,305.3% | +9,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling