-12.1%
CTSH vs MPC
+527.1%
-539.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | -0.6% | -16.2% | +15.6% | +2.7% |
| 30D | +13.4% | -15.7% | +29.1% | +17.0% |
| 3M | +14.4% | +24.9% | -10.5% | +9.2% |
| 6M | +27.7% | +52.7% | -24.9% | +16.7% |
| YTD | -20.6% | +131.9% | -152.5% | -34.1% |
| 1Y | -9.1% | +96.6% | -105.8% | -21.8% |
| 3Y | +3.1% | +163.8% | -160.7% | -19.5% |
| All | -12.1% | +527.1% | -539.2% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling