+3.9%
CTSH vs MGY
+210.4%
-206.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | +3.5% | -7.3% | -4.4% |
| 30D | +3.7% | +5.3% | -1.6% | +2.6% |
| 3M | +17.9% | +2.6% | +15.3% | +17.0% |
| 6M | -2.6% | -3.3% | +0.6% | -2.7% |
| YTD | -26.4% | +29.2% | -55.6% | -30.6% |
| 1Y | -13.0% | +18.0% | -31.1% | -16.7% |
| 3Y | -11.2% | +30.0% | -41.2% | -17.9% |
| 5Y | -14.3% | +92.7% | -107.0% | -28.9% |
| All | +3.9% | +210.4% | -206.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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