+101.2%
CTSH vs MPC
+2,977.1%
-2,875.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | +5.4% | -8.1% | -4.1% |
| 30D | +12.4% | +31.0% | -18.6% | +4.3% |
| 3M | +17.4% | +46.0% | -28.7% | +5.5% |
| 6M | -3.1% | +77.3% | -80.4% | -17.9% |
| YTD | -23.6% | +141.9% | -165.5% | -40.8% |
| 1Y | -10.8% | +120.9% | -131.7% | -29.4% |
| 3Y | -8.3% | +182.7% | -191.0% | -34.0% |
| 5Y | -11.3% | +646.4% | -657.8% | -53.0% |
| 10Y | +22.6% | +1,138.7% | -1,116.1% | -50.5% |
| All | +101.2% | +2,977.1% | -2,875.9% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling