-15.8%
CTSH vs MPC
+600.5%
-616.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -2.1% | +11.2% | -13.4% | -4.2% |
| 30D | +1.4% | -14.5% | +15.9% | +4.3% |
| 3M | +7.5% | +16.7% | -9.2% | +4.0% |
| 6M | +39.6% | +67.6% | -28.0% | +25.2% |
| YTD | -22.3% | +157.9% | -180.2% | -36.9% |
| 1Y | -12.0% | +116.7% | -128.6% | -25.7% |
| 3Y | +1.8% | +199.8% | -198.0% | -22.6% |
| All | -15.8% | +600.5% | -616.3% | -51.4% |
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