-10.8%
CTSH vs MPC
+105.0%
-115.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.1% |
| 7D | -2.3% | -9.4% | +7.1% | -1.5% |
| 30D | +7.4% | -14.3% | +21.8% | +8.8% |
| 3M | +10.9% | +31.1% | -20.2% | +9.8% |
| 6M | +24.7% | +60.3% | -35.6% | +21.9% |
| YTD | -22.0% | +142.5% | -164.5% | -23.3% |
| All | -10.8% | +105.0% | -115.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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