+34.8%
CTSH vs MLM
+138.2%
-103.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -0.9% | -1.3% | -1.8% |
| 30D | +1.4% | +9.0% | -7.6% | -2.0% |
| 3M | +7.5% | -5.6% | +13.0% | +9.4% |
| 6M | +39.6% | -10.7% | +50.2% | +43.9% |
| YTD | -22.3% | -17.2% | -5.1% | -18.2% |
| 1Y | -12.0% | -14.2% | +2.3% | -8.5% |
| 3Y | +1.8% | +15.6% | -13.8% | -7.5% |
| 5Y | -15.8% | +26.2% | -42.1% | -27.4% |
| All | +34.8% | +138.2% | -103.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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