+37.8%
CTSH vs MLM
+167.5%
-129.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.7% |
| 7D | -2.3% | -3.8% | +1.6% | -0.9% |
| 30D | +7.4% | +11.0% | -3.6% | +3.1% |
| 3M | +10.9% | -3.1% | +14.0% | +11.8% |
| 6M | +24.7% | -9.8% | +34.4% | +28.1% |
| YTD | -22.0% | -14.4% | -7.6% | -18.8% |
| 1Y | -11.2% | -12.6% | +1.4% | -8.3% |
| 3Y | +3.9% | +19.7% | -15.9% | -6.8% |
| 5Y | -13.9% | +29.8% | -43.7% | -26.5% |
| 10Y | +37.8% | +153.5% | -115.7% | -12.5% |
| All | +37.8% | +167.5% | -129.7% | -12.5% |
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