+33.0%
CTSH vs MP
+257.7%
-224.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -3.0% |
| 7D | -0.6% | -10.5% | +9.9% | -0.1% |
| 30D | +13.4% | -23.5% | +36.9% | +14.9% |
| 3M | +14.4% | -25.4% | +39.9% | +15.9% |
| 6M | +27.7% | -51.3% | +79.0% | +32.4% |
| YTD | -20.6% | -29.9% | +9.3% | -20.6% |
| 1Y | -9.1% | -31.8% | +22.7% | -9.2% |
| 3Y | +3.1% | +127.0% | -123.9% | -15.6% |
| 5Y | -11.8% | -3.3% | -8.5% | -21.5% |
| All | +33.0% | +257.7% | -224.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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