-7.6%
CTSH vs MTUM
+9.7%
-17.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +2.0% |
| 7D | -0.9% | -10.1% | +9.2% | -6.2% |
| 30D | +13.1% | -15.6% | +28.6% | +4.1% |
| 3M | +17.9% | -12.7% | +30.6% | +10.7% |
| 6M | +28.5% | -3.7% | +32.2% | +21.0% |
| YTD | -19.3% | +9.4% | -28.8% | -24.7% |
| 1Y | -7.6% | +10.2% | -17.8% | -13.9% |
| All | -7.6% | +9.7% | -17.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling