+1,471.6%
MCD vs CTSH
+35,575.5%
-34,103.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +19.8% | +13.4% | +6.4% | +17.7% |
| 3M | +0.8% | +14.4% | -13.6% | -1.2% |
| 6M | -1.3% | +27.7% | -29.0% | -5.0% |
| YTD | -7.8% | -20.6% | +12.9% | -5.9% |
| 1Y | -5.0% | -9.1% | +4.2% | -4.8% |
| 3Y | +10.5% | +3.1% | +7.5% | +8.4% |
| 5Y | +22.0% | -11.8% | +33.7% | +21.0% |
| 10Y | +216.7% | +42.7% | +174.0% | +193.6% |
| All | +1,471.6% | +35,575.5% | -34,103.8% | +842.8% |
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 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