+18.7%
CTSH vs MTZ
+743.7%
-725.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.8% |
| 7D | -9.8% | 0.0% | -9.7% | -9.8% |
| 30D | +0.1% | -14.8% | +14.9% | +2.4% |
| 3M | +13.2% | -30.8% | +44.0% | +17.1% |
| 6M | -6.2% | -22.6% | +16.4% | -6.4% |
| YTD | -28.5% | +6.8% | -35.3% | -33.8% |
| 1Y | -13.8% | +22.1% | -35.9% | -22.8% |
| 3Y | -13.7% | +153.1% | -166.8% | -37.2% |
| 5Y | -16.7% | +161.4% | -178.1% | -41.8% |
| All | +18.7% | +743.7% | -725.0% | -36.2% |
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