+36,578.7%
CTSH vs MLM
+1,588.1%
+34,990.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +3.4% |
| 7D | +6.4% | -1.2% | +7.7% | +6.9% |
| 30D | +16.3% | +7.9% | +8.3% | +12.2% |
| 3M | +20.0% | -4.5% | +24.5% | +21.8% |
| 6M | +29.9% | -12.6% | +42.6% | +35.9% |
| YTD | -18.4% | -14.9% | -3.5% | -14.4% |
| 1Y | -8.9% | -13.1% | +4.2% | -5.3% |
| 3Y | +6.0% | +21.2% | -15.2% | -6.5% |
| 5Y | -9.3% | +32.0% | -41.3% | -24.2% |
| 10Y | +46.7% | +195.3% | -148.6% | -22.5% |
| All | +36,578.7% | +1,588.1% | +34,990.6% | +6,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling