-7.3%
CTSH vs MPC
+181.4%
-188.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | +5.4% | -8.1% | -3.5% |
| 30D | +12.4% | +31.0% | -18.6% | +7.5% |
| 3M | +17.4% | +46.0% | -28.7% | +10.0% |
| 6M | -3.1% | +77.3% | -80.4% | -12.6% |
| YTD | -23.6% | +141.9% | -165.5% | -35.2% |
| 1Y | -10.8% | +120.9% | -131.7% | -23.2% |
| All | -7.3% | +181.4% | -188.7% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling