-69.3%
MARA vs CTSH
-17.3%
-52.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +3.2% |
| 7D | +13.8% | -8.2% | +22.1% | +22.1% |
| 30D | +24.7% | +0.4% | +24.3% | +23.6% |
| 3M | -10.4% | +10.6% | -21.0% | -23.8% |
| 6M | +37.6% | -8.8% | +46.5% | +42.4% |
| YTD | +32.7% | -28.6% | +61.3% | +78.6% |
| 1Y | -25.2% | -15.9% | -9.3% | -20.8% |
| 3Y | +9.3% | -13.9% | +23.1% | +8.8% |
| 5Y | -69.3% | -17.1% | -52.3% | -64.8% |
| All | -69.3% | -17.3% | -52.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling