+39.6%
CTSH vs MTZ
-57.6%
+97.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -1.1% |
| 7D | -2.1% | +5.0% | -7.1% | -0.1% |
| 30D | +1.4% | -6.0% | +7.4% | +0.1% |
| 3M | +7.5% | -36.1% | +43.6% | -9.4% |
| 6M | +39.6% | -56.9% | +96.4% | -0.7% |
| All | +39.6% | -57.6% | +97.2% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling