-12.0%
CTSH vs MP
-35.6%
+23.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.2% |
| 7D | -2.1% | +9.5% | -11.6% | -0.9% |
| 30D | +1.4% | -3.0% | +4.4% | +1.4% |
| 3M | +7.5% | -30.4% | +37.8% | +3.8% |
| 6M | +39.6% | -39.2% | +78.7% | +36.6% |
| YTD | -22.3% | -23.3% | +1.0% | -22.6% |
| 1Y | -12.0% | -32.6% | +20.7% | -12.4% |
| All | -12.0% | -35.6% | +23.6% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling