-89.2%
MARA vs CTSH
-13.2%
-75.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +5.0% |
| 7D | +11.5% | -2.1% | +13.6% | +12.8% |
| 30D | -18.9% | +8.0% | -26.8% | -25.4% |
| 3M | -20.9% | +10.6% | -31.5% | -30.3% |
| 6M | -42.8% | +32.5% | -75.3% | -61.0% |
| YTD | -14.7% | -21.0% | +6.3% | +1.4% |
| 1Y | -47.6% | -9.9% | -37.7% | -48.4% |
| 3Y | -20.3% | +3.1% | -23.4% | -36.8% |
| 5Y | -89.2% | -13.4% | -75.7% | -88.0% |
| All | -89.2% | -13.2% | -75.9% | -88.0% |
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 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