-12.7%
CTSH vs MPC
+563.7%
-576.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.8% | -8.8% | +10.7% | +3.5% |
| 30D | +9.8% | -14.4% | +24.2% | +12.9% |
| 3M | +12.1% | +21.9% | -9.8% | +7.5% |
| 6M | +27.4% | +60.1% | -32.7% | +15.3% |
| YTD | -20.3% | +142.3% | -162.6% | -34.4% |
| 1Y | -8.8% | +101.7% | -110.5% | -21.9% |
| 3Y | +4.0% | +184.8% | -180.7% | -20.1% |
| All | -12.7% | +563.7% | -576.3% | -48.9% |
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