-9.3%
CTSH vs MLM
+30.6%
-39.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +3.2% |
| 7D | +6.4% | -1.2% | +7.7% | +6.9% |
| 30D | +16.3% | +7.9% | +8.3% | +12.5% |
| 3M | +20.0% | -4.5% | +24.5% | +21.7% |
| 6M | +29.9% | -12.6% | +42.6% | +35.7% |
| YTD | -18.4% | -14.9% | -3.5% | -14.6% |
| 1Y | -8.9% | -13.1% | +4.2% | -5.6% |
| 3Y | +6.0% | +21.2% | -15.2% | -9.8% |
| 5Y | -9.3% | +32.0% | -41.3% | -27.0% |
| All | -9.3% | +30.6% | -39.9% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling