+24.6%
CTSH vs MET
+244.4%
-219.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -2.8% |
| 7D | -5.5% | +1.1% | -6.6% | -6.0% |
| 30D | +4.5% | -2.3% | +6.8% | +5.6% |
| 3M | +13.7% | +13.9% | -0.1% | +6.9% |
| 6M | -8.4% | +34.8% | -43.2% | -20.6% |
| YTD | -26.5% | +23.5% | -50.0% | -33.6% |
| 1Y | -13.9% | +23.4% | -37.3% | -22.3% |
| 3Y | -11.3% | +64.9% | -76.2% | -31.4% |
| 5Y | -14.8% | +82.0% | -96.9% | -38.0% |
| All | +24.6% | +244.4% | -219.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling