+3.9%
CTSH vs MPC
+187.3%
-183.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -2.5% |
| 7D | -2.3% | -9.4% | +7.1% | -0.8% |
| 30D | +7.4% | -14.3% | +21.8% | +10.1% |
| 3M | +10.9% | +31.1% | -20.2% | +5.7% |
| 6M | +24.7% | +60.3% | -35.6% | +14.4% |
| YTD | -22.0% | +142.5% | -164.5% | -34.4% |
| 1Y | -11.2% | +104.6% | -115.7% | -22.6% |
| 3Y | +3.9% | +191.7% | -187.9% | -20.3% |
| All | +3.9% | +187.3% | -183.4% | -20.3% |
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