+1,353.2%
MCD vs CTSH
+34,247.0%
-32,893.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | -6.0% | +12.4% | -18.4% | -7.5% |
| 3M | -5.6% | +17.4% | -22.9% | -7.9% |
| 6M | -21.9% | -3.1% | -18.8% | -22.0% |
| YTD | -14.7% | -23.6% | +8.9% | -12.4% |
| 1Y | -17.3% | -10.8% | -6.4% | -16.8% |
| 3Y | -2.2% | -8.3% | +6.1% | -2.4% |
| 5Y | +20.3% | -11.3% | +31.6% | +19.5% |
| 10Y | +180.7% | +22.6% | +158.1% | +164.8% |
| All | +1,353.2% | +34,247.0% | -32,893.8% | +777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling