+22.2%
CTSH vs MTUM
+357.8%
-335.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.1% |
| 7D | -3.7% | +0.7% | -4.4% | -4.2% |
| 30D | +3.7% | -2.4% | +6.1% | +4.9% |
| 3M | +17.9% | -3.6% | +21.6% | +16.7% |
| 6M | -2.6% | +23.7% | -26.3% | -21.3% |
| YTD | -26.4% | +22.9% | -49.3% | -40.6% |
| 1Y | -13.0% | +21.8% | -34.8% | -29.4% |
| 3Y | -11.2% | +114.4% | -125.7% | -55.8% |
| 5Y | -14.3% | +79.6% | -93.8% | -50.8% |
| All | +22.2% | +357.8% | -335.7% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling