-17.1%
CTSH vs MTZ
+162.0%
-179.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.7% |
| 7D | -8.2% | +2.3% | -10.5% | -8.4% |
| 30D | +0.4% | -10.3% | +10.7% | +1.1% |
| 3M | +10.6% | -31.8% | +42.4% | +12.6% |
| 6M | -8.8% | -19.2% | +10.4% | -10.9% |
| YTD | -28.6% | +10.7% | -39.3% | -34.7% |
| 1Y | -15.9% | +37.5% | -53.5% | -26.6% |
| 3Y | -13.9% | +162.4% | -176.2% | -35.7% |
| 5Y | -17.1% | +166.3% | -183.4% | -41.8% |
| All | -17.1% | +162.0% | -179.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling