+34,813.6%
CTSH vs MTZ
+1,233.3%
+33,580.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -2.1% | +5.0% | -7.1% | -3.2% |
| 30D | +1.4% | -6.0% | +7.4% | +1.7% |
| 3M | +7.5% | -36.1% | +43.6% | +15.3% |
| 6M | +39.6% | -56.9% | +96.4% | +57.6% |
| YTD | -22.3% | -15.9% | -6.4% | -24.6% |
| 1Y | -12.0% | -3.8% | -8.1% | -17.0% |
| 3Y | +1.8% | +272.3% | -270.5% | -30.6% |
| 5Y | -15.8% | +91.1% | -106.9% | -35.8% |
| 10Y | +34.8% | +426.0% | -391.2% | -23.1% |
| All | +34,813.6% | +1,233.3% | +33,580.2% | +10,664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling