-75.3%
MARA vs CTSH
+21.4%
-96.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.3% |
| 7D | -1.5% | -9.8% | +8.3% | +6.4% |
| 30D | +18.1% | +0.1% | +18.0% | +17.4% |
| 3M | -9.4% | +13.2% | -22.7% | -23.9% |
| 6M | +33.4% | -6.2% | +39.6% | +29.7% |
| YTD | +27.3% | -28.5% | +55.7% | +54.6% |
| 1Y | -27.9% | -13.8% | -14.2% | -27.4% |
| 3Y | +4.8% | -13.7% | +18.5% | +6.7% |
| 5Y | -68.0% | -16.7% | -51.3% | -63.5% |
| All | -75.3% | +21.4% | -96.7% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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