+34,247.0%
CTSH vs MTZ
+1,630.3%
+32,616.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.0% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | +12.4% | -11.1% | +23.4% | +14.6% |
| 3M | +17.4% | -36.7% | +54.1% | +25.0% |
| 6M | -3.1% | -21.9% | +18.9% | -2.2% |
| YTD | -23.6% | +9.1% | -32.7% | -28.5% |
| 1Y | -10.8% | +30.0% | -40.8% | -20.0% |
| 3Y | -8.3% | +138.5% | -146.8% | -30.6% |
| 5Y | -11.3% | +158.3% | -169.7% | -35.5% |
| 10Y | +22.6% | +700.8% | -678.2% | -35.0% |
| All | +34,247.0% | +1,630.3% | +32,616.7% | +10,107.9% |
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