+8.4%
MARA vs CTSH
-11.4%
+19.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +6.0% |
| 7D | +15.6% | -5.5% | +21.1% | +18.0% |
| 30D | +17.2% | +4.5% | +12.7% | +15.4% |
| 3M | -14.2% | +13.7% | -27.9% | -18.5% |
| 6M | +47.7% | -8.4% | +56.1% | +64.6% |
| YTD | +31.7% | -26.5% | +58.2% | +75.7% |
| 1Y | -22.2% | -13.9% | -8.2% | -13.3% |
| 3Y | +8.4% | -11.3% | +19.8% | +29.0% |
| All | +8.4% | -11.4% | +19.8% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling