-12.1%
CTSH vs MP
-5.6%
-6.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.7% | -2.9% |
| 7D | -0.6% | -10.5% | +9.9% | -0.1% |
| 30D | +13.4% | -23.5% | +36.9% | +14.7% |
| 3M | +14.4% | -25.4% | +39.9% | +15.7% |
| 6M | +27.7% | -51.3% | +79.0% | +32.1% |
| YTD | -20.6% | -29.9% | +9.3% | -20.7% |
| 1Y | -9.1% | -31.8% | +22.7% | -9.4% |
| 3Y | +3.1% | +127.0% | -123.9% | -19.7% |
| All | -12.1% | -5.6% | -6.5% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling