-19.5%
CTSH vs MULL
+1,230.7%
-1,250.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.8% |
| 7D | -2.1% | +24.5% | -26.7% | -1.4% |
| 30D | +1.4% | -35.5% | +36.9% | +0.7% |
| 3M | +7.5% | -44.8% | +52.2% | +6.6% |
| 6M | +39.6% | -45.5% | +85.0% | +37.3% |
| YTD | -22.3% | +232.5% | -254.8% | -30.7% |
| 1Y | -12.0% | +343.3% | -355.2% | -23.5% |
| All | -19.5% | +1,230.7% | -1,250.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling