+35.7%
CTSH vs MTZ
+427.4%
-391.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -4.2% | +16.5% | -20.7% | -6.5% |
| 30D | +3.9% | -10.2% | +14.1% | +4.9% |
| 3M | +10.2% | -34.2% | +44.3% | +16.1% |
| 6M | +35.3% | -56.0% | +91.3% | +49.6% |
| YTD | -21.8% | -14.8% | -7.0% | -26.0% |
| 1Y | -12.1% | -7.2% | -4.9% | -18.5% |
| 3Y | +2.0% | +275.8% | -273.7% | -34.6% |
| 5Y | -15.3% | +93.5% | -108.8% | -38.6% |
| All | +35.7% | +427.4% | -391.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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