+34,247.0%
CTSH vs MLM
+1,546.4%
+32,700.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.8% | -4.1% |
| 7D | -2.7% | -2.9% | +0.2% | -1.5% |
| 30D | +12.4% | -6.8% | +19.2% | +15.7% |
| 3M | +17.4% | -11.2% | +28.6% | +22.6% |
| 6M | -3.1% | -21.8% | +18.8% | +6.3% |
| YTD | -23.6% | -17.0% | -6.6% | -18.7% |
| 1Y | -10.8% | -16.4% | +5.5% | -5.6% |
| 3Y | -8.3% | +14.5% | -22.8% | -17.1% |
| 5Y | -11.3% | +41.7% | -53.1% | -28.2% |
| 10Y | +22.6% | +200.0% | -177.4% | -35.7% |
| All | +34,247.0% | +1,546.4% | +32,700.6% | +5,719.4% |
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