+18.7%
CTSH vs MXL
+284.4%
-265.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | -9.8% | +16.6% | -26.4% | -11.4% |
| 30D | +0.1% | +0.5% | -0.4% | -0.6% |
| 3M | +13.2% | -3.6% | +16.9% | +8.7% |
| 6M | -6.2% | +328.0% | -334.2% | -33.9% |
| YTD | -28.5% | +297.8% | -326.3% | -49.2% |
| 1Y | -13.8% | +339.4% | -353.2% | -40.5% |
| 3Y | -13.7% | +201.7% | -215.4% | -43.0% |
| 5Y | -16.7% | +32.8% | -49.4% | -37.2% |
| All | +18.7% | +284.4% | -265.6% | -37.9% |
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