-9.1%
CTSH vs MP
-37.2%
+28.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -2.1% |
| 7D | -0.6% | -10.5% | +9.9% | -1.8% |
| 30D | +13.4% | -23.5% | +36.9% | +10.4% |
| 3M | +14.4% | -25.4% | +39.9% | +11.5% |
| 6M | +27.7% | -51.3% | +79.0% | +23.1% |
| YTD | -20.6% | -29.9% | +9.3% | -21.9% |
| 1Y | -9.1% | -31.8% | +22.7% | -10.5% |
| All | -9.1% | -37.2% | +28.1% | -10.5% |
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