+32.4%
CTSH vs MP
+271.0%
-238.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.1% | +2.3% | -4.3% | -2.2% |
| 30D | +8.0% | -15.3% | +23.2% | +8.8% |
| 3M | +10.6% | -33.5% | +44.1% | +12.7% |
| 6M | +32.5% | -45.5% | +78.0% | +36.4% |
| YTD | -21.0% | -27.3% | +6.3% | -21.1% |
| 1Y | -9.9% | -40.7% | +30.8% | -8.8% |
| 3Y | +3.1% | +145.9% | -142.7% | -16.1% |
| 5Y | -13.4% | -13.9% | +0.5% | -22.2% |
| All | +32.4% | +271.0% | -238.6% | +0.1% |
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