+35,415.6%
CTSH vs MTB
+762.2%
+34,653.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | +8.0% | +0.1% | +7.8% | +7.8% |
| 3M | +10.6% | -12.1% | +22.7% | +16.5% |
| 6M | +32.5% | +7.3% | +25.2% | +28.0% |
| YTD | -21.0% | +11.5% | -32.5% | -25.1% |
| 1Y | -9.9% | +21.3% | -31.2% | -17.6% |
| 3Y | +3.1% | +104.1% | -101.0% | -26.1% |
| 5Y | -13.4% | +61.8% | -75.2% | -33.8% |
| 10Y | +37.1% | +115.4% | -78.2% | -16.1% |
| All | +35,415.6% | +762.2% | +34,653.3% | +10,536.7% |
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