+4.0%
CTSH vs MLM
+18.2%
-14.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | -2.9% | +4.7% | +2.6% |
| 30D | +9.8% | +10.4% | -0.6% | +6.7% |
| 3M | +12.1% | -3.7% | +15.9% | +13.0% |
| 6M | +27.4% | -10.3% | +37.7% | +30.3% |
| YTD | -20.3% | -14.8% | -5.5% | -17.7% |
| 1Y | -8.8% | -13.9% | +5.1% | -6.3% |
| 3Y | +4.0% | +18.4% | -14.3% | -6.8% |
| All | +4.0% | +18.2% | -14.2% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling