+34.8%
CTSH vs MXL
+161.9%
-127.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.7% | -0.2% |
| 7D | -2.1% | +13.4% | -15.6% | -3.5% |
| 30D | +1.4% | -29.2% | +30.6% | +3.6% |
| 3M | +7.5% | -27.2% | +34.7% | +7.8% |
| 6M | +39.6% | -36.4% | +76.0% | +36.5% |
| YTD | -22.3% | +220.0% | -242.3% | -45.3% |
| 1Y | -12.0% | +304.8% | -316.7% | -40.9% |
| 3Y | +1.8% | +238.5% | -236.7% | -37.9% |
| 5Y | -15.8% | -18.8% | +2.9% | -32.2% |
| All | +34.8% | +161.9% | -127.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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