+95.3%
CTSH vs MTUM
+608.1%
-512.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.7% |
| 7D | -5.5% | +4.1% | -9.6% | -8.1% |
| 30D | +4.5% | -0.2% | +4.7% | +4.2% |
| 3M | +13.7% | -1.9% | +15.7% | +10.7% |
| 6M | -8.4% | +28.1% | -36.5% | -29.2% |
| YTD | -26.5% | +23.6% | -50.1% | -41.8% |
| 1Y | -13.9% | +26.1% | -40.1% | -33.3% |
| 3Y | -11.3% | +116.8% | -128.2% | -58.2% |
| 5Y | -14.8% | +80.0% | -94.9% | -53.0% |
| 10Y | +22.5% | +346.4% | -323.9% | -74.1% |
| All | +95.3% | +608.1% | -512.8% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling