+34,958.1%
CTSH vs MTB
+772.2%
+34,185.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.7% |
| 7D | -2.3% | -0.8% | -1.5% | -2.0% |
| 30D | +7.4% | +2.4% | +5.0% | +6.3% |
| 3M | +10.9% | -10.5% | +21.4% | +15.9% |
| 6M | +24.7% | +6.4% | +18.3% | +20.9% |
| YTD | -22.0% | +12.8% | -34.8% | -26.4% |
| 1Y | -11.2% | +23.3% | -34.4% | -19.3% |
| 3Y | +3.9% | +108.2% | -104.4% | -26.2% |
| 5Y | -13.9% | +68.6% | -82.5% | -35.4% |
| 10Y | +37.8% | +125.3% | -87.5% | -17.3% |
| All | +34,958.1% | +772.2% | +34,185.9% | +10,350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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